+24.2%
MDT vs AEE
+46.3%
-22.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +1.0% | -2.0% | +3.0% | +1.7% |
| 3M | +15.2% | -2.8% | +18.0% | +16.3% |
| 6M | +3.7% | -3.6% | +7.3% | +4.8% |
| YTD | -3.0% | +7.3% | -10.3% | -5.4% |
| 1Y | +2.5% | +8.7% | -6.2% | -0.5% |
| All | +24.2% | +46.3% | -22.1% | +9.6% |
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