+551.6%
AEIS vs MDY
+177.2%
+374.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +3.8% |
| 7D | +2.3% | -1.9% | +4.1% | +5.2% |
| 30D | -14.8% | -4.6% | -10.2% | -8.3% |
| 3M | -15.6% | -1.2% | -14.4% | -12.7% |
| 6M | -8.7% | +9.2% | -17.9% | -17.2% |
| YTD | +37.3% | +13.1% | +24.3% | +19.4% |
| 1Y | +80.3% | +13.0% | +67.3% | +57.9% |
| 3Y | +177.9% | +49.2% | +128.7% | +73.1% |
| 5Y | +235.8% | +47.2% | +188.6% | +116.6% |
| All | +551.6% | +177.2% | +374.4% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling