+152.9%
AEIS vs MDY
+56.8%
+96.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.7% |
| 7D | +11.5% | +2.3% | +9.2% | +7.2% |
| 30D | -15.8% | +2.0% | -17.8% | -17.9% |
| 3M | -33.3% | -5.6% | -27.7% | -24.2% |
| 6M | -35.2% | +1.3% | -36.5% | -33.8% |
| YTD | +5.0% | +12.3% | -7.3% | -9.1% |
| 1Y | +8.5% | +15.8% | -7.3% | -10.7% |
| 3Y | +152.9% | +56.5% | +96.4% | +36.9% |
| All | +152.9% | +56.8% | +96.1% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling