+0.6%
MOS vs AEIS
+375.1%
-374.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.2% |
| 7D | +5.5% | +9.5% | -4.0% | +1.9% |
| 30D | +21.0% | -17.5% | +38.5% | +25.7% |
| 3M | -0.5% | -29.3% | +28.8% | +7.4% |
| 6M | +6.6% | -34.7% | +41.3% | +14.7% |
| YTD | -2.8% | +10.7% | -13.5% | -16.1% |
| 1Y | -8.1% | +7.4% | -15.5% | -20.2% |
| 3Y | -25.6% | +161.1% | -186.7% | -57.6% |
| 5Y | -29.8% | +150.7% | -180.5% | -61.2% |
| 10Y | +0.6% | +360.8% | -360.3% | -58.3% |
| All | +0.6% | +375.1% | -374.6% | -58.3% |
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 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