-1.6%
MOS vs AEIS
+347.9%
-349.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +24.8% | -6.9% | +31.7% | +25.8% |
| 30D | +22.7% | -23.2% | +45.9% | +30.4% |
| 3M | -1.2% | -29.5% | +28.3% | +6.5% |
| 6M | +5.5% | -37.9% | +43.4% | +15.4% |
| YTD | -2.0% | +6.0% | -7.9% | -14.2% |
| 1Y | -7.9% | +1.2% | -9.2% | -18.5% |
| 3Y | -25.0% | +150.0% | -174.9% | -56.6% |
| 5Y | -27.7% | +141.9% | -169.6% | -59.6% |
| 10Y | -1.6% | +356.2% | -357.7% | -56.4% |
| All | -1.6% | +347.9% | -349.5% | -56.4% |
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