+3,743.5%
MLM vs AEIS
+1,662.6%
+2,080.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.2% | +7.1% | -3.3% |
| 7D | -1.2% | -22.6% | +21.3% | +2.3% |
| 30D | +7.9% | -38.7% | +46.6% | +15.5% |
| 3M | -4.5% | -43.6% | +39.1% | +3.1% |
| 6M | -12.6% | -46.2% | +33.6% | -6.3% |
| YTD | -14.9% | -11.2% | -3.6% | -16.3% |
| 1Y | -13.1% | -17.7% | +4.6% | -13.6% |
| 3Y | +21.2% | +104.1% | -82.9% | +2.2% |
| 5Y | +32.0% | +98.5% | -66.5% | +10.9% |
| 10Y | +195.3% | +302.0% | -106.7% | +115.5% |
| All | +3,743.5% | +1,662.6% | +2,080.9% | +1,845.7% |
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