-20.7%
MDLN vs AEIS
+33.8%
-54.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.4% |
| 7D | -11.1% | +2.3% | -13.4% | -11.1% |
| 30D | -8.4% | -14.8% | +6.4% | -8.3% |
| 3M | -12.4% | -15.6% | +3.2% | -12.6% |
| 6M | -23.3% | -8.7% | -14.6% | -23.4% |
| YTD | -22.5% | +37.3% | -59.9% | -16.1% |
| All | -20.7% | +33.8% | -54.4% | -13.6% |
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