-59.7%
MKTX vs AEE
+38.7%
-98.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +0.7% | -2.9% | +3.6% | +1.5% |
| 3M | +40.8% | -2.4% | +43.2% | +41.5% |
| 6M | -8.0% | -2.7% | -5.3% | -7.6% |
| YTD | -8.7% | +7.3% | -16.0% | -11.2% |
| 1Y | -11.8% | +7.5% | -19.4% | -14.3% |
| 3Y | -24.0% | +46.2% | -70.2% | -34.3% |
| All | -59.7% | +38.7% | -98.4% | -65.1% |
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