-25.0%
MOS vs AEIS
+160.4%
-185.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +24.8% | -6.9% | +31.7% | +25.3% |
| 30D | +22.7% | -23.2% | +45.9% | +26.6% |
| 3M | -1.2% | -29.5% | +28.3% | +2.8% |
| 6M | +5.5% | -37.9% | +43.4% | +11.0% |
| YTD | -2.0% | +6.0% | -7.9% | -9.9% |
| 1Y | -7.9% | +1.2% | -9.2% | -14.7% |
| 3Y | -25.0% | +150.0% | -174.9% | -51.7% |
| All | -25.0% | +160.4% | -185.3% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling