-20.7%
MDLN vs AEE
+9.3%
-30.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -11.1% | -0.8% | -10.3% | -10.9% |
| 30D | -8.4% | -2.9% | -5.4% | -7.7% |
| 3M | -12.4% | -2.4% | -10.0% | -11.4% |
| 6M | -23.3% | -2.7% | -20.6% | -21.6% |
| YTD | -22.5% | +7.3% | -29.8% | -16.0% |
| All | -20.7% | +9.3% | -30.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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