+1,077.8%
MMM vs AEE
+879.2%
+198.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | +17.4% | +9.7% | +7.7% | +13.0% |
| 3M | +3.6% | +5.8% | -2.2% | +1.2% |
| 6M | +33.0% | +4.5% | +28.6% | +30.3% |
| YTD | +19.6% | +15.8% | +3.8% | +12.0% |
| 1Y | +14.0% | +10.8% | +3.3% | +8.8% |
| 3Y | +164.3% | +62.8% | +101.5% | +111.7% |
| 5Y | +49.3% | +56.1% | -6.7% | +20.9% |
| 10Y | +78.4% | +216.4% | -138.1% | +3.1% |
| All | +1,077.8% | +879.2% | +198.5% | +301.5% |
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