-38.4%
MDB vs AEE
+56.1%
-94.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | -11.3% | +9.7% | -21.0% | -10.5% |
| 3M | -23.0% | +5.8% | -28.8% | -22.5% |
| 6M | +14.8% | +4.5% | +10.3% | +15.5% |
| YTD | -19.4% | +15.8% | -35.3% | -19.3% |
| 1Y | -9.0% | +10.8% | -19.7% | -8.6% |
| 3Y | -10.3% | +62.8% | -73.1% | -13.4% |
| 5Y | -38.4% | +56.1% | -94.5% | -39.3% |
| All | -38.4% | +56.1% | -94.4% | -39.3% |
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 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