+190.4%
MAGS vs AEE
+29.6%
+160.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.9% |
| 30D | +1.1% | -2.0% | +3.1% | +0.8% |
| 3M | +7.7% | -2.8% | +10.6% | +7.3% |
| 6M | +11.7% | -3.6% | +15.3% | +11.3% |
| YTD | +4.9% | +7.3% | -2.4% | +5.7% |
| 1Y | +14.3% | +8.7% | +5.6% | +15.4% |
| 3Y | +128.9% | +46.0% | +82.9% | +145.0% |
| All | +190.4% | +29.6% | +160.9% | +215.0% |
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