+568.4%
MA vs AEE
+211.4%
+357.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.8% | +3.0% | -1.2% | +0.5% |
| 30D | +11.8% | +11.2% | +0.6% | +6.8% |
| 3M | +17.2% | +7.0% | +10.2% | +13.7% |
| 6M | +33.4% | +5.7% | +27.7% | +29.7% |
| YTD | +16.1% | +16.2% | -0.1% | +7.6% |
| 1Y | +19.9% | +12.0% | +7.9% | +12.9% |
| 3Y | +70.1% | +63.4% | +6.7% | +32.8% |
| 5Y | +89.6% | +56.0% | +33.6% | +49.3% |
| 10Y | +568.4% | +217.4% | +351.1% | +357.1% |
| All | +568.4% | +211.4% | +357.0% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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