-18.2%
MDT vs AEIS
+232.6%
-250.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.1% |
| 7D | -3.4% | +2.3% | -5.7% | -3.6% |
| 30D | +0.2% | -14.8% | +15.0% | +1.3% |
| 3M | +14.3% | -15.6% | +29.8% | +14.8% |
| 6M | +4.0% | -8.7% | +12.7% | +2.8% |
| YTD | -3.7% | +37.3% | -41.0% | -10.0% |
| 1Y | -0.4% | +80.3% | -80.7% | -11.0% |
| 3Y | +23.3% | +177.9% | -154.6% | -0.5% |
| All | -18.2% | +232.6% | -250.8% | -38.4% |
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 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