+176.3%
AEIS vs MDY
+48.7%
+127.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | +0.9% |
| 7D | +6.5% | -0.8% | +7.2% | +8.0% |
| 30D | -9.2% | -3.9% | -5.3% | -2.0% |
| 3M | -8.3% | 0.0% | -8.3% | -6.3% |
| 6M | -6.3% | +8.5% | -14.9% | -16.1% |
| YTD | +36.5% | +13.2% | +23.3% | +14.8% |
| 1Y | +84.8% | +15.0% | +69.7% | +52.1% |
| All | +176.3% | +48.7% | +127.6% | +54.1% |
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