+433.8%
MAR vs AEE
+191.1%
+242.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | -5.4% | -2.9% | -2.5% | -4.8% |
| 3M | -15.5% | -2.4% | -13.1% | -15.1% |
| 6M | +3.0% | -2.7% | +5.7% | +3.4% |
| YTD | +8.5% | +7.3% | +1.3% | +6.6% |
| 1Y | +26.0% | +7.5% | +18.4% | +23.6% |
| 3Y | +68.6% | +46.2% | +22.4% | +53.8% |
| 5Y | +157.4% | +39.7% | +117.7% | +136.4% |
| All | +433.8% | +191.1% | +242.7% | +341.9% |
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