+328.4%
MNST vs AEE
+211.4%
+117.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -3.9% | +3.0% | -6.9% | -5.0% |
| 30D | +3.9% | +11.2% | -7.3% | -0.5% |
| 3M | -0.8% | +7.0% | -7.8% | -3.6% |
| 6M | +5.1% | +5.7% | -0.6% | +2.4% |
| YTD | +18.3% | +16.2% | +2.0% | +10.6% |
| 1Y | +29.5% | +12.0% | +17.4% | +22.9% |
| 3Y | +64.0% | +63.4% | +0.7% | +31.6% |
| 5Y | +97.2% | +56.0% | +41.1% | +59.2% |
| 10Y | +328.4% | +217.4% | +111.1% | +143.1% |
| All | +328.4% | +211.4% | +117.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling