-19.3%
MP vs AEE
+56.1%
-75.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | -11.7% | +8.8% | -20.6% | -13.9% |
| 3M | -30.8% | +5.1% | -35.8% | -31.8% |
| 6M | -42.9% | +5.2% | -48.1% | -44.2% |
| YTD | -25.9% | +16.1% | -41.9% | -30.8% |
| 1Y | -37.3% | +10.4% | -47.7% | -40.2% |
| 3Y | +150.7% | +63.1% | +87.5% | +94.3% |
| 5Y | -19.3% | +55.6% | -74.9% | -35.1% |
| All | -19.3% | +56.1% | -75.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling