-24.0%
MKTX vs AEE
+46.3%
-70.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -0.8% | +0.5% | -0.1% |
| 30D | +0.7% | -2.9% | +3.6% | +1.3% |
| 3M | +40.8% | -2.4% | +43.2% | +41.2% |
| 6M | -8.0% | -2.7% | -5.3% | -7.7% |
| YTD | -8.7% | +7.3% | -16.0% | -10.6% |
| 1Y | -11.8% | +7.5% | -19.4% | -13.7% |
| 3Y | -24.0% | +46.2% | -70.2% | -32.4% |
| All | -24.0% | +46.3% | -70.3% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling