+321.2%
MOD vs AEIS
+142.1%
+179.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.5% |
| 7D | +9.6% | +3.0% | +6.6% | +7.1% |
| 30D | 0.0% | -14.6% | +14.7% | +12.1% |
| 3M | -35.4% | -12.4% | -22.9% | -30.4% |
| 6M | -7.3% | -15.0% | +7.7% | +0.9% |
| YTD | +45.8% | +34.3% | +11.5% | +9.2% |
| 1Y | +43.1% | +87.4% | -44.2% | -19.2% |
| All | +321.2% | +142.1% | +179.0% | +78.3% |
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