-4.3%
MDLZ vs AEE
+48.3%
-52.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.7% | +0.3% | -2.1% | -1.9% |
| 30D | -2.1% | -2.3% | +0.2% | -1.2% |
| 3M | +1.3% | +0.2% | +1.1% | +1.2% |
| 6M | +6.2% | -4.7% | +10.9% | +8.1% |
| YTD | +15.8% | +8.1% | +7.7% | +12.1% |
| 1Y | +4.1% | +8.5% | -4.4% | +0.7% |
| All | -4.3% | +48.3% | -52.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling