+159.3%
MP vs AEE
+65.0%
+94.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +9.5% | +1.7% | +7.8% | +9.3% |
| 30D | -3.0% | +9.7% | -12.7% | -3.7% |
| 3M | -30.4% | +5.9% | -36.3% | -30.7% |
| 6M | -39.2% | +6.7% | -45.9% | -39.9% |
| YTD | -23.3% | +17.4% | -40.6% | -26.6% |
| 1Y | -32.6% | +12.7% | -45.3% | -34.6% |
| 3Y | +159.3% | +68.2% | +91.0% | +71.4% |
| All | +159.3% | +65.0% | +94.3% | +71.4% |
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