-10.5%
MLM vs AEIS
+6.2%
-16.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.5% | +2.7% |
| 7D | +9.1% | -12.7% | +21.8% | +9.6% |
| 30D | +14.6% | -28.8% | +43.5% | +16.6% |
| 3M | +0.3% | -38.0% | +38.3% | +2.9% |
| 6M | -7.5% | -45.3% | +37.8% | -4.3% |
| YTD | -10.2% | +1.1% | -11.4% | -11.0% |
| 1Y | -10.5% | +8.6% | -19.1% | -10.8% |
| All | -10.5% | +6.2% | -16.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling