+1,882.2%
MLM vs AEE
+875.5%
+1,006.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -4.1% | +2.1% | -6.2% | -5.0% |
| 30D | +8.2% | +11.4% | -3.2% | +3.0% |
| 3M | -3.6% | +5.0% | -8.6% | -5.8% |
| 6M | -15.6% | +4.4% | -20.0% | -17.4% |
| YTD | -16.4% | +15.4% | -31.8% | -21.9% |
| 1Y | -14.3% | +13.8% | -28.1% | -19.5% |
| 3Y | +19.3% | +58.0% | -38.7% | -5.0% |
| 5Y | +29.6% | +52.9% | -23.4% | +3.7% |
| 10Y | +189.9% | +205.1% | -15.2% | +59.5% |
| All | +1,882.2% | +875.5% | +1,006.7% | +496.9% |
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