-22.3%
MOH vs AEIS
+232.6%
-254.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | +1.9% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | -0.9% | -14.8% | +13.9% | -0.5% |
| 3M | +5.7% | -15.6% | +21.3% | +6.0% |
| 6M | +39.1% | -8.7% | +47.8% | +38.9% |
| YTD | +17.7% | +37.3% | -19.6% | +15.6% |
| 1Y | +8.4% | +80.3% | -72.0% | +4.8% |
| 3Y | -36.6% | +177.9% | -214.5% | -41.4% |
| All | -22.3% | +232.6% | -254.9% | -32.5% |
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 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