+1,082.7%
MOD vs AEIS
+142.3%
+940.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -4.0% | +31.8% | +30.8% |
| 7D | +40.4% | +11.5% | +28.9% | +28.5% |
| 30D | -14.0% | -15.8% | +1.8% | -2.9% |
| 3M | -33.3% | -33.3% | 0.0% | -11.8% |
| 6M | -51.4% | -35.2% | -16.2% | -35.5% |
| YTD | +1.6% | +5.0% | -3.4% | -8.2% |
| 1Y | +5.4% | +8.5% | -3.1% | -6.6% |
| 3Y | +191.0% | +152.9% | +38.1% | +35.7% |
| All | +1,082.7% | +142.3% | +940.4% | +427.2% |
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