+338.3%
MOD vs AEIS
+1,662.6%
-1,324.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -12.2% | +5.0% | -3.6% |
| 7D | -34.2% | -22.6% | -11.6% | -28.5% |
| 30D | -51.9% | -38.7% | -13.2% | -43.8% |
| 3M | -53.0% | -43.6% | -9.5% | -44.0% |
| 6M | -66.4% | -46.2% | -20.1% | -59.1% |
| YTD | -31.5% | -11.2% | -20.3% | -28.0% |
| 1Y | -39.6% | -17.7% | -21.9% | -34.8% |
| 3Y | +116.8% | +104.1% | +12.7% | +84.6% |
| 5Y | +713.8% | +98.5% | +615.3% | +599.4% |
| 10Y | +882.7% | +302.0% | +580.6% | +573.6% |
| All | +338.3% | +1,662.6% | -1,324.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling