-44.8%
MP vs AEE
+11.6%
-56.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +5.0% |
| 7D | -10.5% | +2.1% | -12.6% | -9.3% |
| 30D | -23.5% | +11.4% | -34.9% | -18.3% |
| 3M | -25.4% | +5.0% | -30.4% | -23.4% |
| 6M | -51.3% | +4.4% | -55.7% | -49.6% |
| YTD | -29.9% | +15.4% | -45.3% | -22.3% |
| All | -44.8% | +11.6% | -56.4% | -39.3% |
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 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