+30.7%
MCO vs AEE
+38.7%
-7.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -0.4% | -2.9% | +2.5% | +0.8% |
| 3M | +7.7% | -2.4% | +10.1% | +8.6% |
| 6M | +7.0% | -2.7% | +9.7% | +7.6% |
| YTD | -6.4% | +7.3% | -13.7% | -10.4% |
| 1Y | -7.6% | +7.5% | -15.2% | -11.9% |
| 3Y | +43.2% | +46.2% | -3.0% | +17.1% |
| All | +30.7% | +38.7% | -7.9% | +10.1% |
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