+1,356.0%
MOH vs AEIS
+1,946.3%
-590.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -4.2% | +6.5% | -10.7% | -5.3% |
| 30D | -2.4% | -9.2% | +6.8% | -1.1% |
| 3M | -4.4% | -8.3% | +4.0% | -4.7% |
| 6M | +32.9% | -6.3% | +39.3% | +30.8% |
| YTD | +11.9% | +36.5% | -24.6% | +1.7% |
| 1Y | +6.9% | +84.8% | -77.8% | -9.1% |
| 3Y | -39.4% | +176.6% | -216.0% | -54.4% |
| 5Y | -25.0% | +237.1% | -262.1% | -47.4% |
| 10Y | +244.9% | +554.7% | -309.8% | +91.4% |
| All | +1,356.0% | +1,946.3% | -590.4% | +421.3% |
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