+8.7%
MOS vs AEIS
+2,566.8%
-2,558.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +9.5% | +3.0% | +6.6% | +8.9% |
| 30D | +10.4% | -14.6% | +25.1% | +13.2% |
| 3M | +12.9% | -12.4% | +25.3% | +13.8% |
| 6M | +1.2% | -15.0% | +16.2% | +1.8% |
| YTD | +9.3% | +34.3% | -25.0% | +0.5% |
| 1Y | -18.0% | +87.4% | -105.3% | -29.6% |
| 3Y | -29.0% | +139.8% | -168.8% | -43.0% |
| 5Y | -9.6% | +220.7% | -230.3% | -32.0% |
| 10Y | +6.1% | +531.6% | -525.5% | -30.4% |
| All | +8.7% | +2,566.8% | -2,558.1% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling