+18.5%
MLM vs AEIS
+142.1%
-123.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -2.9% | +3.0% | -5.9% | -3.3% |
| 30D | -6.8% | -14.6% | +7.8% | -4.8% |
| 3M | -11.2% | -12.4% | +1.2% | -10.7% |
| 6M | -21.8% | -15.0% | -6.9% | -21.6% |
| YTD | -17.0% | +34.3% | -51.3% | -24.4% |
| 1Y | -16.4% | +87.4% | -103.7% | -30.2% |
| All | +18.5% | +142.1% | -123.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling