+8.5%
MOS vs AEIS
+523.4%
-514.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.6% |
| 7D | +9.5% | +3.0% | +6.6% | +8.4% |
| 30D | +10.4% | -14.6% | +25.1% | +15.4% |
| 3M | +12.9% | -12.4% | +25.3% | +13.9% |
| 6M | +1.2% | -15.0% | +16.2% | +1.3% |
| YTD | +9.3% | +34.3% | -25.0% | -8.7% |
| 1Y | -18.0% | +87.4% | -105.3% | -40.9% |
| 3Y | -29.0% | +139.8% | -168.8% | -56.2% |
| 5Y | -9.6% | +220.7% | -230.3% | -52.9% |
| All | +8.5% | +523.4% | -514.9% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling