-29.8%
MOS vs AEIS
+150.6%
-180.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.6% |
| 7D | +5.5% | +9.5% | -4.0% | +3.4% |
| 30D | +21.0% | -17.5% | +38.5% | +24.3% |
| 3M | -0.5% | -29.3% | +28.8% | +4.9% |
| 6M | +6.6% | -34.7% | +41.3% | +12.4% |
| YTD | -2.8% | +10.7% | -13.5% | -12.5% |
| 1Y | -8.1% | +7.4% | -15.5% | -16.9% |
| 3Y | -25.6% | +161.1% | -186.7% | -51.8% |
| 5Y | -29.8% | +150.7% | -180.5% | -56.4% |
| All | -29.8% | +150.6% | -180.3% | -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 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