+1,080.8%
MMM vs AEE
+882.7%
+198.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +7.0% | +3.0% | +4.0% | +5.7% |
| 30D | +18.4% | +11.2% | +7.1% | +13.3% |
| 3M | +4.5% | +7.0% | -2.5% | +1.6% |
| 6M | +33.4% | +5.7% | +27.7% | +30.0% |
| YTD | +20.0% | +16.2% | +3.7% | +12.2% |
| 1Y | +15.0% | +12.0% | +3.0% | +9.2% |
| 3Y | +165.0% | +63.4% | +101.6% | +112.0% |
| 5Y | +47.9% | +56.0% | -8.1% | +19.7% |
| 10Y | +79.6% | +217.4% | -137.7% | +3.7% |
| All | +1,080.8% | +882.7% | +198.1% | +301.9% |
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