+404.3%
META vs AEE
+202.7%
+201.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +2.1% | -2.9% | -1.2% |
| 30D | -15.4% | +11.4% | -26.8% | -17.4% |
| 3M | +3.5% | +5.0% | -1.5% | +2.3% |
| 6M | -0.3% | +4.4% | -4.7% | -1.5% |
| YTD | -7.3% | +15.4% | -22.7% | -10.8% |
| 1Y | -1.1% | +13.8% | -14.9% | -4.5% |
| 3Y | +95.1% | +58.0% | +37.0% | +71.1% |
| 5Y | +80.6% | +52.9% | +27.6% | +58.6% |
| All | +404.3% | +202.7% | +201.6% | +293.9% |
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