+453.7%
MP vs AEE
+83.8%
+369.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +8.3% | -1.2% | +9.6% | +8.5% |
| 3M | -3.8% | +1.0% | -4.9% | -4.6% |
| 6M | -4.9% | -2.3% | -2.6% | -5.1% |
| YTD | +9.6% | +9.1% | +0.5% | +6.1% |
| 1Y | -11.7% | +10.6% | -22.3% | -14.9% |
| 3Y | +158.5% | +48.5% | +110.0% | +126.1% |
| 5Y | +68.9% | +39.9% | +29.1% | +51.0% |
| All | +453.7% | +83.8% | +369.9% | +410.3% |
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