-2.2%
MOS vs AEIS
-47.1%
+44.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -12.2% | +15.5% | +2.9% |
| 7D | +22.5% | -22.6% | +45.1% | +22.0% |
| 30D | +6.6% | -38.7% | +45.3% | +7.6% |
| 3M | -3.8% | -43.6% | +39.8% | -2.4% |
| 6M | -2.2% | -46.2% | +44.0% | -2.2% |
| All | -2.2% | -47.1% | +44.9% | -2.2% |
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