+37.0%
MDT vs AEE
+191.1%
-154.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | +0.2% | -2.9% | +3.1% | +1.5% |
| 3M | +14.3% | -2.4% | +16.7% | +15.3% |
| 6M | +4.0% | -2.7% | +6.7% | +5.0% |
| YTD | -3.7% | +7.3% | -10.9% | -6.9% |
| 1Y | -0.4% | +7.5% | -7.9% | -3.9% |
| 3Y | +23.3% | +46.2% | -22.9% | +2.9% |
| 5Y | -18.9% | +39.7% | -58.6% | -31.5% |
| All | +37.0% | +191.1% | -154.1% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling