+3,298.9%
MO vs AEE
+822.6%
+2,476.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | -0.3% | -1.2% | +1.0% | +0.2% |
| 3M | -2.9% | +1.0% | -4.0% | -3.3% |
| 6M | +5.8% | -2.3% | +8.0% | +6.7% |
| YTD | +22.0% | +9.1% | +12.9% | +17.9% |
| 1Y | +10.7% | +10.6% | +0.1% | +6.3% |
| 3Y | +94.4% | +48.5% | +45.9% | +64.9% |
| 5Y | +97.2% | +39.9% | +57.3% | +69.4% |
| 10Y | +103.0% | +185.7% | -82.7% | +27.4% |
| All | +3,298.9% | +822.6% | +2,476.3% | +1,094.1% |
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 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