-21.8%
MDB vs AEE
+42.0%
-63.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -17.4% | +0.3% | -17.8% | -17.4% |
| 30D | -2.0% | -2.3% | +0.3% | -2.2% |
| 3M | -3.0% | +0.2% | -3.2% | -3.1% |
| 6M | +48.7% | -4.7% | +53.4% | +48.6% |
| YTD | -12.1% | +8.1% | -20.2% | -12.6% |
| 1Y | +14.5% | +8.5% | +5.9% | +13.7% |
| 3Y | -6.1% | +48.9% | -55.0% | -9.2% |
| All | -21.8% | +42.0% | -63.9% | -22.4% |
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