+7.5%
MDB vs AEIS
+87.5%
-79.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -3.5% |
| 7D | -18.0% | +8.1% | -26.1% | -18.1% |
| 30D | -10.7% | -11.1% | +0.4% | -10.7% |
| 3M | +1.0% | -5.6% | +6.6% | +0.1% |
| 6M | +31.6% | -0.6% | +32.3% | +25.0% |
| YTD | -15.2% | +38.0% | -53.2% | -24.6% |
| All | +7.5% | +87.5% | -79.9% | -12.4% |
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