+3.0%
MCHP vs AEE
+38.7%
-35.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -6.0% | -2.9% | -3.1% | -5.4% |
| 3M | -19.7% | -2.4% | -17.3% | -19.6% |
| 6M | +14.0% | -2.7% | +16.7% | +14.0% |
| YTD | +18.4% | +7.3% | +11.2% | +15.2% |
| 1Y | +17.1% | +7.5% | +9.6% | +13.6% |
| 3Y | +0.7% | +46.2% | -45.5% | -12.7% |
| All | +3.0% | +38.7% | -35.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling