+138.8%
MLM vs AEIS
+332.3%
-193.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.3% |
| 7D | -0.9% | +11.5% | -12.4% | -3.8% |
| 30D | +9.0% | -15.8% | +24.8% | +12.3% |
| 3M | -5.6% | -33.3% | +27.7% | +2.6% |
| 6M | -10.7% | -35.2% | +24.5% | -4.6% |
| YTD | -17.2% | +5.0% | -22.2% | -25.0% |
| 1Y | -14.2% | +8.5% | -22.7% | -23.2% |
| 3Y | +15.6% | +152.9% | -137.3% | -25.2% |
| 5Y | +26.2% | +144.6% | -118.4% | -19.7% |
| All | +138.8% | +332.3% | -193.6% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling