+186.5%
AEE vs MTCH
+208.0%
-21.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.8% | +1.3% | -2.0% | -0.9% |
| 30D | -2.9% | +15.9% | -18.8% | -4.0% |
| 3M | -2.4% | +23.3% | -25.7% | -4.0% |
| 6M | -2.7% | +40.1% | -42.8% | -5.3% |
| YTD | +7.3% | +33.6% | -26.3% | +4.6% |
| 1Y | +7.5% | +14.1% | -6.5% | +6.1% |
| 3Y | +46.2% | +1.4% | +44.8% | +43.9% |
| 5Y | +39.7% | -73.1% | +112.8% | +49.6% |
| All | +186.5% | +208.0% | -21.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling