-24.5%
MDB vs AEIS
+228.8%
-253.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -4.7% |
| 7D | -18.0% | +8.1% | -26.1% | -20.9% |
| 30D | -10.7% | -11.1% | +0.4% | -6.9% |
| 3M | +1.0% | -5.6% | +6.6% | -2.5% |
| 6M | +31.6% | -0.6% | +32.3% | +15.7% |
| YTD | -15.2% | +38.0% | -53.2% | -41.0% |
| 1Y | +10.1% | +87.2% | -77.1% | -39.5% |
| 3Y | -5.6% | +179.7% | -185.3% | -65.2% |
| 5Y | -24.5% | +241.7% | -266.3% | -78.0% |
| All | -24.5% | +228.8% | -253.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling