+87.4%
AEIS vs MDY
+17.9%
+69.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.1% |
| 7D | +3.0% | +0.1% | +2.8% | +2.6% |
| 30D | -14.6% | -1.5% | -13.2% | -11.0% |
| 3M | -12.4% | +0.8% | -13.2% | -11.5% |
| 6M | -15.0% | +7.4% | -22.4% | -24.0% |
| YTD | +34.3% | +15.2% | +19.1% | +5.6% |
| 1Y | +87.4% | +16.5% | +70.8% | +43.8% |
| All | +87.4% | +17.9% | +69.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling