+303.5%
MXL vs AEIS
+93.3%
+210.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +3.5% |
| 7D | +1.6% | +3.0% | -1.3% | -0.8% |
| 30D | -7.0% | -14.6% | +7.7% | +6.6% |
| 3M | -33.4% | -12.4% | -21.0% | -21.7% |
| 6M | +260.2% | -15.0% | +275.1% | +317.3% |
| YTD | +260.0% | +34.3% | +225.7% | +202.7% |
| 1Y | +303.5% | +87.4% | +216.1% | +183.4% |
| All | +303.5% | +93.3% | +210.1% | +183.4% |
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