+13,824.2%
MA vs AEE
+384.7%
+13,439.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | +1.5% | -2.3% | +3.8% | +2.7% |
| 3M | +20.4% | +0.2% | +20.2% | +19.9% |
| 6M | +11.1% | -4.7% | +15.9% | +13.2% |
| YTD | +2.0% | +8.1% | -6.1% | -3.3% |
| 1Y | -2.2% | +8.5% | -10.7% | -7.6% |
| 3Y | +41.9% | +48.9% | -7.0% | +10.8% |
| 5Y | +75.4% | +39.9% | +35.4% | +39.6% |
| 10Y | +527.5% | +186.5% | +341.0% | +215.3% |
| All | +13,824.2% | +384.7% | +13,439.5% | +4,535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling