-3.3%
MOS vs AEIS
-44.0%
+40.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | +0.3% |
| 7D | +21.6% | -11.3% | +32.9% | +20.7% |
| 30D | +12.0% | -32.6% | +44.6% | +12.8% |
| 3M | -3.9% | -39.2% | +35.3% | -2.6% |
| 6M | -3.3% | -45.4% | +42.0% | -2.8% |
| All | -3.3% | -44.0% | +40.7% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling