-36.6%
MOH vs AEIS
+173.7%
-210.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | +2.1% |
| 7D | +1.7% | +2.3% | -0.6% | +1.8% |
| 30D | -0.9% | -14.8% | +13.9% | -1.2% |
| 3M | +5.7% | -15.6% | +21.3% | +5.6% |
| 6M | +39.1% | -8.7% | +47.8% | +39.4% |
| YTD | +17.7% | +37.3% | -19.6% | +19.8% |
| 1Y | +8.4% | +80.3% | -72.0% | +11.1% |
| 3Y | -36.6% | +177.9% | -214.5% | -33.1% |
| All | -36.6% | +173.7% | -210.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling