+15.6%
MDLZ vs AEE
+43.4%
-27.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | -1.6% | -1.2% | -0.3% | -1.0% |
| 3M | +0.9% | +1.0% | -0.1% | +0.3% |
| 6M | +7.3% | -2.3% | +9.6% | +8.2% |
| YTD | +16.4% | +9.1% | +7.3% | +11.7% |
| 1Y | +3.0% | +10.6% | -7.6% | -1.9% |
| 3Y | -3.7% | +48.5% | -52.2% | -20.0% |
| 5Y | +15.6% | +39.9% | -24.2% | -1.2% |
| All | +15.6% | +43.4% | -27.8% | -1.2% |
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 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