+1,983.0%
MCD vs AEE
+813.9%
+1,169.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +0.3% | -3.2% | -2.9% |
| 30D | -6.0% | -2.3% | -3.7% | -5.3% |
| 3M | -5.6% | +0.2% | -5.8% | -5.7% |
| 6M | -21.9% | -4.7% | -17.1% | -20.6% |
| YTD | -14.7% | +8.1% | -22.8% | -17.3% |
| 1Y | -17.3% | +8.5% | -25.8% | -19.9% |
| 3Y | -2.2% | +48.9% | -51.0% | -16.3% |
| 5Y | +20.3% | +39.9% | -19.6% | +4.4% |
| 10Y | +180.7% | +186.5% | -5.8% | +86.3% |
| All | +1,983.0% | +813.9% | +1,169.1% | +751.5% |
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