+865.6%
MOD vs AEIS
+2,566.8%
-1,701.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | +9.6% | +3.0% | +6.6% | +8.6% |
| 30D | 0.0% | -14.6% | +14.7% | +4.8% |
| 3M | -35.4% | -12.4% | -22.9% | -32.6% |
| 6M | -7.3% | -15.0% | +7.7% | -2.2% |
| YTD | +45.8% | +34.3% | +11.5% | +34.6% |
| 1Y | +43.1% | +87.4% | -44.2% | +20.4% |
| 3Y | +297.7% | +139.8% | +157.9% | +218.2% |
| 5Y | +1,478.8% | +220.7% | +1,258.0% | +1,071.0% |
| 10Y | +1,633.4% | +531.6% | +1,101.8% | +933.6% |
| All | +865.6% | +2,566.8% | -1,701.2% | +280.5% |
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