+826.7%
AEE vs MDY
+1,448.3%
-621.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +1.3% | +1.0% | +0.3% | +0.8% |
| 30D | -1.2% | -3.1% | +1.9% | +0.1% |
| 3M | +1.0% | +1.8% | -0.8% | +0.1% |
| 6M | -2.3% | +10.8% | -13.1% | -7.0% |
| YTD | +9.1% | +14.4% | -5.3% | +2.3% |
| 1Y | +10.6% | +15.2% | -4.6% | +3.1% |
| 3Y | +48.5% | +51.2% | -2.7% | +20.5% |
| 5Y | +39.9% | +47.2% | -7.4% | +13.1% |
| 10Y | +185.7% | +171.1% | +14.6% | +67.8% |
| All | +826.7% | +1,448.3% | -621.6% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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