-66.4%
MOD vs AEIS
-47.1%
-19.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -12.2% | +5.0% | +1.4% |
| 7D | -34.2% | -22.6% | -11.6% | -20.4% |
| 30D | -51.9% | -38.7% | -13.2% | -32.1% |
| 3M | -53.0% | -43.6% | -9.5% | -30.6% |
| 6M | -66.4% | -46.2% | -20.1% | -48.8% |
| All | -66.4% | -47.1% | -19.3% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling