-9.6%
MOS vs AEIS
+219.5%
-229.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +9.5% | +3.0% | +6.6% | +8.8% |
| 30D | +10.4% | -14.6% | +25.1% | +13.9% |
| 3M | +12.9% | -12.4% | +25.3% | +13.7% |
| 6M | +1.2% | -15.0% | +16.2% | +1.3% |
| YTD | +9.3% | +34.3% | -25.0% | -4.4% |
| 1Y | -18.0% | +87.4% | -105.3% | -36.1% |
| 3Y | -29.0% | +139.8% | -168.8% | -51.4% |
| All | -9.6% | +219.5% | -229.1% | -46.0% |
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