+2,439.3%
MAR vs AEE
+816.9%
+1,622.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -6.9% | -1.9% | -5.0% | -6.2% |
| 3M | -15.8% | +0.3% | -16.1% | -16.1% |
| 6M | +1.9% | -3.0% | +4.9% | +2.8% |
| YTD | +6.6% | +8.4% | -1.8% | +2.6% |
| 1Y | +23.7% | +9.8% | +13.9% | +18.2% |
| 3Y | +64.6% | +47.4% | +17.1% | +36.4% |
| 5Y | +156.4% | +38.9% | +117.5% | +114.9% |
| 10Y | +415.4% | +183.7% | +231.7% | +182.7% |
| All | +2,439.3% | +816.9% | +1,622.4% | +674.5% |
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