+297.0%
MXL vs AEIS
+6.2%
+290.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -11.1% | 0.0% | -1.0% |
| 7D | -24.3% | -12.7% | -11.6% | -14.5% |
| 30D | -46.1% | -28.8% | -17.3% | -26.1% |
| 3M | -21.8% | -38.0% | +16.2% | +21.6% |
| 6M | -27.2% | -45.3% | +18.1% | +22.8% |
| YTD | +226.2% | +1.1% | +225.0% | +276.8% |
| 1Y | +297.0% | +8.6% | +288.4% | +338.5% |
| All | +297.0% | +6.2% | +290.7% | +338.5% |
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