-34.4%
MOS vs AEIS
+142.3%
-176.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | -2.0% | +11.5% | -13.5% | -4.0% |
| 30D | +15.3% | -15.8% | +31.1% | +17.8% |
| 3M | +1.5% | -33.3% | +34.8% | +8.2% |
| 6M | -2.0% | -35.2% | +33.2% | +3.2% |
| YTD | -6.5% | +5.0% | -11.5% | -15.2% |
| 1Y | -11.1% | +8.5% | -19.5% | -20.3% |
| 3Y | -30.3% | +152.9% | -183.1% | -54.8% |
| All | -34.4% | +142.3% | -176.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling