+5,101.1%
MCO vs AEE
+807.2%
+4,293.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -7.3% | -0.7% | -6.7% | -7.0% |
| 30D | -1.7% | -2.0% | +0.3% | -0.7% |
| 3M | +3.9% | -2.8% | +6.7% | +5.3% |
| 6M | +3.8% | -3.6% | +7.4% | +5.2% |
| YTD | -7.9% | +7.3% | -15.2% | -12.5% |
| 1Y | -6.8% | +8.7% | -15.6% | -12.4% |
| 3Y | +40.9% | +46.0% | -5.1% | +10.7% |
| 5Y | +27.5% | +39.8% | -12.3% | +1.6% |
| 10Y | +381.4% | +191.4% | +190.0% | +141.9% |
| All | +5,101.1% | +807.2% | +4,293.9% | +1,345.0% |
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 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