+211.3%
MCD vs AEE
+205.5%
+5.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.4% |
| 7D | +5.9% | +2.3% | +3.6% | +5.0% |
| 30D | +19.6% | +11.6% | +8.1% | +14.5% |
| 3M | +3.3% | +5.5% | -2.2% | +1.0% |
| 6M | +3.5% | +6.0% | -2.5% | +0.9% |
| YTD | -6.1% | +16.6% | -22.7% | -12.0% |
| 1Y | -3.7% | +12.1% | -15.7% | -8.3% |
| 3Y | +13.4% | +64.2% | -50.9% | -8.5% |
| 5Y | +25.2% | +59.1% | -34.0% | +1.1% |
| 10Y | +211.3% | +210.2% | +1.1% | +108.7% |
| All | +211.3% | +205.5% | +5.7% | +108.7% |
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