+380.3%
MCO vs AEE
+191.1%
+189.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.4% |
| 30D | -0.4% | -2.9% | +2.5% | +1.0% |
| 3M | +7.7% | -2.4% | +10.1% | +8.8% |
| 6M | +7.0% | -2.7% | +9.7% | +7.7% |
| YTD | -6.4% | +7.3% | -13.7% | -10.7% |
| 1Y | -7.6% | +7.5% | -15.2% | -12.2% |
| 3Y | +43.2% | +46.2% | -3.0% | +14.6% |
| 5Y | +29.6% | +39.7% | -10.1% | +5.3% |
| All | +380.3% | +191.1% | +189.1% | +208.5% |
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 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