+3,648.4%
MLM vs AEIS
+2,566.8%
+1,081.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -2.9% | +3.0% | -5.9% | -3.4% |
| 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% | -21.4% |
| YTD | -17.0% | +34.3% | -51.3% | -22.7% |
| 1Y | -16.4% | +87.4% | -103.7% | -26.5% |
| 3Y | +14.5% | +139.8% | -125.3% | -5.1% |
| 5Y | +41.7% | +220.7% | -179.0% | +11.6% |
| 10Y | +200.0% | +531.6% | -331.6% | +106.4% |
| All | +3,648.4% | +2,566.8% | +1,081.6% | +1,697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling