+2,142.0%
AEIS vs MDY
+2,237.1%
-95.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.8% |
| 7D | +11.5% | +2.3% | +9.2% | +8.2% |
| 30D | -15.8% | +2.0% | -17.8% | -17.4% |
| 3M | -33.3% | -5.6% | -27.7% | -26.1% |
| 6M | -35.2% | +1.3% | -36.5% | -34.1% |
| YTD | +5.0% | +12.3% | -7.3% | -7.0% |
| 1Y | +8.5% | +15.8% | -7.3% | -8.0% |
| 3Y | +152.9% | +56.5% | +96.4% | +44.9% |
| 5Y | +144.6% | +35.1% | +109.5% | +75.3% |
| 10Y | +337.1% | +167.4% | +169.7% | +22.2% |
| All | +2,142.0% | +2,237.1% | -95.1% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling