+3,168.2%
MAR vs AEE
+893.0%
+2,275.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +13.8% | +9.7% | +4.1% | +9.4% |
| 3M | +20.3% | +5.9% | +14.4% | +17.3% |
| 6M | +21.3% | +6.7% | +14.6% | +17.5% |
| YTD | +37.2% | +17.4% | +19.9% | +27.5% |
| 1Y | +48.4% | +12.7% | +35.8% | +40.3% |
| 3Y | +120.1% | +68.2% | +51.9% | +72.7% |
| 5Y | +182.1% | +57.3% | +124.8% | +124.4% |
| 10Y | +530.2% | +220.6% | +309.6% | +227.2% |
| All | +3,168.2% | +893.0% | +2,275.2% | +863.1% |
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