+206.1%
MXL vs AEIS
+160.8%
+45.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.6% |
| 7D | +16.6% | -0.2% | +16.8% | +16.9% |
| 30D | +0.5% | -16.4% | +16.9% | +18.0% |
| 3M | -3.6% | -11.1% | +7.5% | +12.0% |
| 6M | +328.0% | -12.0% | +340.1% | +383.6% |
| YTD | +297.8% | +30.9% | +266.9% | +210.2% |
| 1Y | +339.4% | +74.3% | +265.1% | +159.1% |
| All | +206.1% | +160.8% | +45.3% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling