+1,261.8%
MDT vs AEIS
+1,985.6%
-723.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.8% | +2.2% |
| 7D | +1.0% | +11.5% | -10.5% | 0.0% |
| 30D | +9.2% | -15.8% | +24.9% | +10.3% |
| 3M | +14.5% | -33.3% | +47.8% | +17.7% |
| 6M | +37.3% | -35.2% | +72.5% | +40.2% |
| YTD | +9.8% | +5.0% | +4.8% | +6.2% |
| 1Y | +10.5% | +8.5% | +2.1% | +6.5% |
| 3Y | +57.4% | +152.9% | -95.4% | +36.8% |
| 5Y | +1.2% | +144.6% | -143.5% | -12.7% |
| 10Y | +63.2% | +337.1% | -273.9% | +29.3% |
| All | +1,261.8% | +1,985.6% | -723.8% | +715.7% |
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