+47.3%
MMM vs AEE
+58.3%
-11.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.4% |
| 7D | +5.8% | +2.3% | +3.4% | +4.8% |
| 30D | +17.9% | +11.6% | +6.3% | +12.7% |
| 3M | +3.6% | +5.5% | -1.9% | +1.3% |
| 6M | +32.9% | +6.0% | +26.9% | +29.3% |
| YTD | +19.5% | +16.6% | +2.9% | +11.4% |
| 1Y | +16.5% | +12.1% | +4.5% | +10.5% |
| 3Y | +167.2% | +64.2% | +102.9% | +112.4% |
| All | +47.3% | +58.3% | -11.0% | +17.0% |
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