+220.0%
AEIS vs MDY
+43.9%
+176.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.6% |
| 7D | -0.2% | -2.5% | +2.3% | +3.9% |
| 30D | -16.4% | -5.0% | -11.4% | -9.0% |
| 3M | -11.1% | +0.5% | -11.6% | -10.0% |
| 6M | -12.0% | +8.0% | -20.0% | -19.2% |
| YTD | +30.9% | +12.2% | +18.7% | +14.5% |
| 1Y | +74.3% | +14.0% | +60.3% | +49.8% |
| 3Y | +165.2% | +48.2% | +117.0% | +66.2% |
| 5Y | +220.0% | +46.1% | +174.0% | +106.7% |
| All | +220.0% | +43.9% | +176.1% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling