+20.4%
AEM vs MDLN
-7.1%
+27.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | -2.1% | -11.1% | +9.0% | -2.4% |
| 30D | +8.4% | -8.4% | +16.8% | +8.3% |
| 3M | +27.3% | -12.4% | +39.7% | +25.2% |
| 6M | -9.7% | -23.3% | +13.6% | -9.9% |
| YTD | +19.0% | -22.5% | +41.5% | +17.5% |
| All | +20.4% | -7.1% | +27.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling