+2,986.8%
MCHP vs AEE
+822.6%
+2,164.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | +2.8% | +1.3% | +1.4% | +2.2% |
| 30D | -12.8% | -1.2% | -11.6% | -12.4% |
| 3M | -19.2% | +1.0% | -20.2% | -20.0% |
| 6M | +14.5% | -2.3% | +16.8% | +14.7% |
| YTD | +17.1% | +9.1% | +8.0% | +12.3% |
| 1Y | +15.3% | +10.6% | +4.8% | +9.6% |
| 3Y | +0.5% | +48.5% | -48.0% | -16.7% |
| 5Y | +6.1% | +39.9% | -33.8% | -10.5% |
| 10Y | +192.2% | +185.7% | +6.5% | +84.0% |
| All | +2,986.8% | +822.6% | +2,164.1% | +1,211.3% |
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