-34.6%
MP vs AEE
+13.9%
-48.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.5% | -3.8% |
| 7D | -12.5% | +4.7% | -17.2% | -10.5% |
| 30D | -23.3% | +13.4% | -36.8% | -18.3% |
| 3M | -24.4% | +4.1% | -28.4% | -23.0% |
| 6M | -45.8% | +2.0% | -47.8% | -44.4% |
| YTD | -28.9% | +15.6% | -44.5% | -25.9% |
| 1Y | -34.6% | +14.1% | -48.7% | -30.5% |
| All | -34.6% | +13.9% | -48.5% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling