+1,136.6%
MDT vs AEIS
+2,566.8%
-1,430.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +3.2% | +3.0% | +0.3% | +2.9% |
| 30D | +9.5% | -14.6% | +24.2% | +11.0% |
| 3M | +16.0% | -12.4% | +28.4% | +16.1% |
| 6M | +0.2% | -15.0% | +15.2% | +0.2% |
| YTD | -0.3% | +34.3% | -34.6% | -4.9% |
| 1Y | +4.7% | +87.4% | -82.6% | -3.8% |
| 3Y | +26.5% | +139.8% | -113.2% | +11.5% |
| 5Y | -18.2% | +220.7% | -238.9% | -30.7% |
| 10Y | +40.0% | +531.6% | -491.6% | +8.2% |
| All | +1,136.6% | +2,566.8% | -1,430.2% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling