+833.2%
MOD vs AEIS
+145.4%
+687.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +16.1% | +23.2% | -7.1% | -0.6% |
| 30D | -38.5% | -17.0% | -21.5% | -29.2% |
| 3M | -46.8% | -32.2% | -14.7% | -30.1% |
| 6M | -61.6% | -32.6% | -29.0% | -50.1% |
| YTD | -20.5% | +9.4% | -29.9% | -29.8% |
| 1Y | -28.0% | +7.7% | -35.7% | -35.1% |
| 3Y | +134.9% | +157.9% | -23.0% | +8.6% |
| 5Y | +833.2% | +154.8% | +678.4% | +308.3% |
| All | +833.2% | +145.4% | +687.7% | +308.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling