-21.0%
MDLN vs AEIS
+27.5%
-48.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | -4.9% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -7.6% | -16.4% | +8.8% | -7.5% |
| 3M | -11.4% | -11.1% | -0.2% | -11.8% |
| 6M | -24.5% | -12.0% | -12.4% | -24.6% |
| YTD | -22.9% | +30.9% | -53.8% | -16.5% |
| All | -21.0% | +27.5% | -48.5% | -14.0% |
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 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