-18.3%
MDT vs AEE
+38.5%
-56.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +1.0% | -2.0% | +3.0% | +1.8% |
| 3M | +15.2% | -2.8% | +18.0% | +16.4% |
| 6M | +3.7% | -3.6% | +7.3% | +5.0% |
| YTD | -3.0% | +7.3% | -10.3% | -6.0% |
| 1Y | +2.5% | +8.7% | -6.2% | -1.3% |
| 3Y | +26.5% | +46.0% | -19.6% | +7.3% |
| 5Y | -18.3% | +39.8% | -58.1% | -30.3% |
| All | -18.3% | +38.5% | -56.8% | -30.3% |
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