+84.3%
MKSI vs AEE
+38.7%
+45.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -12.8% | -2.9% | -9.9% | -12.3% |
| 3M | -22.5% | -2.4% | -20.1% | -22.6% |
| 6M | +19.4% | -2.7% | +22.1% | +19.3% |
| YTD | +67.7% | +7.3% | +60.5% | +64.0% |
| 1Y | +131.4% | +7.5% | +123.9% | +125.8% |
| 3Y | +197.3% | +46.2% | +151.1% | +162.5% |
| All | +84.3% | +38.7% | +45.7% | +63.5% |
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 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