+92.3%
MA vs AEE
+52.8%
+39.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +2.1% | +0.2% | +1.6% |
| 30D | +14.7% | +11.4% | +3.3% | +10.8% |
| 3M | +13.5% | +5.0% | +8.5% | +11.7% |
| 6M | +33.1% | +4.4% | +28.7% | +30.9% |
| YTD | +15.1% | +15.4% | -0.3% | +8.6% |
| 1Y | +18.7% | +13.8% | +5.0% | +12.6% |
| 3Y | +72.1% | +58.0% | +14.1% | +44.2% |
| All | +92.3% | +52.8% | +39.5% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling