-32.8%
MOS vs AEIS
+109.5%
-142.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -1.0% |
| 7D | +21.6% | -11.3% | +32.9% | +23.0% |
| 30D | +12.0% | -32.6% | +44.6% | +19.5% |
| 3M | -3.9% | -39.2% | +35.3% | +4.1% |
| 6M | -3.3% | -45.4% | +42.0% | +5.5% |
| YTD | -4.6% | -5.8% | +1.2% | -11.6% |
| 1Y | -7.0% | -10.0% | +3.0% | -13.0% |
| 3Y | -24.4% | +121.2% | -145.6% | -49.5% |
| All | -32.8% | +109.5% | -142.3% | -56.8% |
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