+31.8%
MLM vs AEIS
+145.7%
-113.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -2.9% | -6.9% | +4.0% | -1.9% |
| 30D | +10.4% | -23.2% | +33.6% | +15.6% |
| 3M | -3.7% | -29.5% | +25.8% | +2.1% |
| 6M | -10.3% | -37.9% | +27.6% | -3.8% |
| YTD | -14.8% | +6.0% | -20.8% | -23.2% |
| 1Y | -13.9% | +1.2% | -15.1% | -21.4% |
| 3Y | +18.4% | +150.0% | -131.6% | -25.7% |
| 5Y | +31.8% | +141.9% | -110.1% | -22.2% |
| All | +31.8% | +145.7% | -113.9% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling