-10.6%
MDB vs AEIS
+2.3%
-12.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -1.0% | -6.9% | +5.9% | -0.9% |
| 30D | -14.0% | -23.2% | +9.2% | -14.0% |
| 3M | -20.3% | -29.5% | +9.2% | -20.5% |
| 6M | +10.9% | -37.9% | +48.8% | +11.2% |
| YTD | -20.9% | +6.0% | -26.9% | -33.1% |
| All | -10.6% | +2.3% | -12.9% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling