+1,869.3%
MLM vs AEE
+813.9%
+1,055.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -6.8% | -2.3% | -4.5% | -5.9% |
| 3M | -11.2% | +0.2% | -11.4% | -11.4% |
| 6M | -21.8% | -4.7% | -17.1% | -20.3% |
| YTD | -17.0% | +8.1% | -25.1% | -20.1% |
| 1Y | -16.4% | +8.5% | -24.9% | -19.8% |
| 3Y | +14.5% | +48.9% | -34.4% | -6.5% |
| 5Y | +41.7% | +39.9% | +1.8% | +18.1% |
| 10Y | +200.0% | +186.5% | +13.5% | +69.7% |
| All | +1,869.3% | +813.9% | +1,055.4% | +511.1% |
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 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