+181.2%
MLM vs AEIS
+320.4%
-139.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -3.4% |
| 7D | -4.1% | -11.3% | +7.2% | -1.8% |
| 30D | +8.2% | -32.6% | +40.8% | +18.2% |
| 3M | -3.6% | -39.2% | +35.6% | +7.3% |
| 6M | -15.6% | -45.4% | +29.8% | -5.5% |
| YTD | -16.4% | -5.8% | -10.6% | -22.1% |
| 1Y | -14.3% | -10.0% | -4.4% | -19.2% |
| 3Y | +19.3% | +121.2% | -101.8% | -19.9% |
| 5Y | +29.6% | +110.6% | -81.1% | -14.0% |
| All | +181.2% | +320.4% | -139.1% | +37.0% |
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 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