+193.4%
MAGS vs AEE
+29.5%
+163.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.6% |
| 30D | +3.2% | -2.9% | +6.1% | +2.8% |
| 3M | +7.7% | -2.4% | +10.1% | +7.3% |
| 6M | +12.5% | -2.7% | +15.2% | +12.2% |
| YTD | +6.0% | +7.3% | -1.3% | +6.8% |
| 1Y | +14.4% | +7.5% | +6.8% | +15.3% |
| 3Y | +127.5% | +46.2% | +81.3% | +143.6% |
| All | +193.4% | +29.5% | +163.9% | +218.2% |
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