+1,025.2%
MKTX vs AEE
+420.5%
+604.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +0.8% | -2.0% | +2.8% | +1.9% |
| 3M | +41.1% | -2.8% | +44.0% | +42.8% |
| 6M | -9.5% | -3.6% | -6.0% | -8.5% |
| YTD | -8.7% | +7.3% | -16.0% | -13.1% |
| 1Y | -10.0% | +8.7% | -18.7% | -15.1% |
| 3Y | -24.6% | +46.0% | -70.6% | -41.5% |
| 5Y | -60.3% | +39.8% | -100.1% | -69.1% |
| 10Y | +5.0% | +191.4% | -186.4% | -54.2% |
| All | +1,025.2% | +420.5% | +604.7% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling