-35.2%
AEIS vs MDY
+0.8%
-36.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.5% |
| 7D | +11.5% | +2.3% | +9.2% | +3.5% |
| 30D | -15.8% | +2.0% | -17.8% | -20.8% |
| 3M | -33.3% | -5.6% | -27.7% | -14.9% |
| 6M | -35.2% | +1.3% | -36.5% | -33.7% |
| All | -35.2% | +0.8% | -36.0% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling