+23.0%
MMM vs AEE
+13.9%
+9.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.1% | +8.6% |
| 7D | +12.2% | +4.7% | +7.5% | +10.4% |
| 30D | +18.8% | +13.4% | +5.4% | +14.1% |
| 3M | +7.4% | +4.1% | +3.3% | +5.7% |
| 6M | +38.3% | +2.0% | +36.3% | +36.4% |
| YTD | +22.9% | +15.6% | +7.2% | +17.7% |
| 1Y | +23.0% | +14.1% | +8.9% | +18.6% |
| All | +23.0% | +13.9% | +9.1% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling