+138.8%
MLM vs AEE
+222.5%
-83.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +9.0% | +9.7% | -0.7% | +5.2% |
| 3M | -5.6% | +5.9% | -11.5% | -7.7% |
| 6M | -10.7% | +6.7% | -17.4% | -13.0% |
| YTD | -17.2% | +17.4% | -34.5% | -22.3% |
| 1Y | -14.2% | +12.7% | -26.9% | -18.3% |
| 3Y | +15.6% | +68.2% | -52.6% | -6.9% |
| 5Y | +26.2% | +57.3% | -31.1% | +3.9% |
| All | +138.8% | +222.5% | -83.7% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling