+1,245.0%
MDT vs AEIS
+2,004.7%
-759.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +2.7% | -6.9% | +9.6% | +3.1% |
| 30D | +14.8% | -23.2% | +38.0% | +17.0% |
| 3M | +14.6% | -29.5% | +44.0% | +17.2% |
| 6M | +35.7% | -37.9% | +73.6% | +39.1% |
| YTD | +8.5% | +6.0% | +2.5% | +4.8% |
| 1Y | +13.3% | +1.2% | +12.0% | +9.9% |
| 3Y | +58.6% | +150.0% | -91.4% | +38.0% |
| 5Y | -2.6% | +141.9% | -144.5% | -15.9% |
| 10Y | +60.0% | +356.2% | -296.2% | +26.3% |
| All | +1,245.0% | +2,004.7% | -759.7% | +705.2% |
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