+145.7%
AMDL vs AEIS
+139.1%
+6.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +13.5% |
| 7D | +103.5% | +23.2% | +80.3% | +57.5% |
| 30D | -18.3% | -17.0% | -1.3% | +14.0% |
| 3M | +20.1% | -32.2% | +52.2% | +114.5% |
| 6M | +15.9% | -32.6% | +48.5% | +126.6% |
| YTD | +303.0% | +9.4% | +293.6% | +297.4% |
| 1Y | +164.0% | +7.7% | +156.3% | +170.6% |
| All | +145.7% | +139.1% | +6.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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