-15.4%
MLM vs AEIS
+3.6%
-19.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.0% | +23.2% | -25.2% | -3.2% |
| 30D | +9.5% | -17.0% | +26.5% | +10.5% |
| 3M | -4.7% | -32.2% | +27.4% | -2.3% |
| 6M | -10.7% | -32.6% | +21.8% | -8.9% |
| YTD | -16.6% | +9.4% | -25.9% | -22.4% |
| 1Y | -15.4% | +7.7% | -23.1% | -21.1% |
| All | -15.4% | +3.6% | -19.0% | -21.1% |
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