+15,614.6%
MA vs AEE
+417.4%
+15,197.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +2.1% | +0.2% | +1.2% |
| 30D | +14.7% | +11.4% | +3.3% | +8.4% |
| 3M | +13.5% | +5.0% | +8.5% | +10.5% |
| 6M | +33.1% | +4.4% | +28.7% | +29.5% |
| YTD | +15.1% | +15.4% | -0.3% | +5.4% |
| 1Y | +18.7% | +13.8% | +5.0% | +9.5% |
| 3Y | +72.1% | +58.0% | +14.1% | +30.6% |
| 5Y | +92.8% | +52.9% | +39.8% | +46.4% |
| 10Y | +571.6% | +205.1% | +366.6% | +226.9% |
| All | +15,614.6% | +417.4% | +15,197.3% | +4,952.5% |
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