+425.7%
META vs AEE
+205.5%
+220.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | +5.7% | +2.3% | +3.4% | +5.2% |
| 30D | -10.8% | +11.6% | -22.3% | -12.8% |
| 3M | +8.4% | +5.5% | +2.9% | +7.1% |
| 6M | +5.4% | +6.0% | -0.6% | +3.8% |
| YTD | -2.6% | +16.6% | -19.2% | -6.4% |
| 1Y | +3.5% | +12.1% | -8.5% | +0.3% |
| 3Y | +102.0% | +64.2% | +37.8% | +75.3% |
| 5Y | +93.1% | +59.1% | +34.0% | +67.8% |
| 10Y | +425.7% | +210.2% | +215.5% | +306.8% |
| All | +425.7% | +205.5% | +220.1% | +306.8% |
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