+94.5%
MO vs AEE
+46.3%
+48.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +5.8% | -2.0% | +7.8% | +6.6% |
| 3M | -4.5% | -2.8% | -1.7% | -3.4% |
| 6M | +5.7% | -3.6% | +9.3% | +7.3% |
| YTD | +23.1% | +7.3% | +15.8% | +20.2% |
| 1Y | +10.9% | +8.7% | +2.2% | +7.7% |
| All | +94.5% | +46.3% | +48.1% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling