+42.7%
MKSI vs AEE
+13.9%
+28.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.5% | -7.4% | -4.4% |
| 7D | -10.7% | +4.7% | -15.4% | -9.8% |
| 30D | -30.5% | +13.4% | -43.9% | -29.4% |
| 3M | -39.2% | +4.1% | -43.2% | -38.5% |
| 6M | -33.0% | +2.0% | -35.1% | -32.5% |
| YTD | +22.3% | +15.6% | +6.7% | +18.5% |
| 1Y | +42.7% | +14.1% | +28.6% | +38.6% |
| All | +42.7% | +13.9% | +28.8% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling