+30.5%
MLM vs AEE
+56.1%
-25.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | +9.8% | +9.7% | +0.1% | +5.9% |
| 3M | -5.2% | +5.8% | -11.0% | -7.3% |
| 6M | -10.3% | +4.5% | -14.7% | -11.9% |
| YTD | -15.5% | +15.8% | -31.3% | -20.3% |
| 1Y | -15.0% | +10.8% | -25.8% | -18.5% |
| 3Y | +17.5% | +62.8% | -45.3% | -4.5% |
| 5Y | +30.5% | +56.1% | -25.5% | +5.7% |
| All | +30.5% | +56.1% | -25.5% | +5.7% |
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