+181.3%
MCD vs AEE
+186.8%
-5.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | +1.1% | -3.9% | -3.3% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | -9.6% | -0.9% | -8.6% | -9.3% |
| 6M | -22.3% | -2.4% | -19.9% | -21.7% |
| YTD | -15.4% | +8.6% | -24.1% | -18.5% |
| 1Y | -16.8% | +10.2% | -27.0% | -20.3% |
| 3Y | -2.4% | +47.8% | -50.2% | -17.7% |
| 5Y | +19.4% | +40.1% | -20.7% | +1.7% |
| 10Y | +181.3% | +195.0% | -13.7% | +95.0% |
| All | +181.3% | +186.8% | -5.5% | +95.0% |
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 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