+137.1%
MOD vs AEIS
+117.1%
+20.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +1.1% |
| 7D | -25.5% | -11.3% | -14.3% | -17.9% |
| 30D | -49.0% | -32.6% | -16.4% | -30.9% |
| 3M | -49.8% | -39.2% | -10.7% | -27.8% |
| 6M | -64.8% | -45.4% | -19.4% | -45.9% |
| YTD | -27.6% | -5.8% | -21.8% | -29.9% |
| 1Y | -35.2% | -10.0% | -25.2% | -34.3% |
| 3Y | +137.1% | +121.2% | +16.0% | +18.7% |
| All | +137.1% | +117.1% | +20.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling