+24.2%
MDT vs AEIS
+160.8%
-136.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.0% | -16.4% | +17.4% | +1.4% |
| 3M | +15.2% | -11.1% | +26.3% | +14.6% |
| 6M | +3.7% | -12.0% | +15.7% | +2.9% |
| YTD | -3.0% | +30.9% | -33.8% | -6.8% |
| 1Y | +2.5% | +74.3% | -71.9% | -4.4% |
| All | +24.2% | +160.8% | -136.6% | +6.4% |
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 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