+511.3%
MDT vs AEE
+816.1%
-304.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +6.0% | -1.9% | +7.9% | +6.8% |
| 3M | +15.5% | +0.3% | +15.2% | +15.3% |
| 6M | +3.4% | -3.0% | +6.4% | +4.4% |
| YTD | -2.2% | +8.4% | -10.5% | -5.8% |
| 1Y | +2.6% | +9.8% | -7.2% | -1.8% |
| 3Y | +27.5% | +47.4% | -19.9% | +6.6% |
| 5Y | -20.1% | +38.9% | -58.9% | -32.0% |
| 10Y | +39.1% | +183.7% | -144.6% | -14.2% |
| All | +511.3% | +816.1% | -304.9% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling