+254.1%
MP vs AEE
+94.4%
+159.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | +2.1% | -12.6% | -10.9% |
| 30D | -23.5% | +11.4% | -34.9% | -25.1% |
| 3M | -25.4% | +5.0% | -30.4% | -26.2% |
| 6M | -51.3% | +4.4% | -55.7% | -51.9% |
| YTD | -29.9% | +15.4% | -45.3% | -32.8% |
| 1Y | -31.8% | +13.8% | -45.6% | -34.4% |
| 3Y | +127.0% | +58.0% | +69.0% | +96.1% |
| 5Y | -3.3% | +52.9% | -56.2% | -14.2% |
| All | +254.1% | +94.4% | +159.7% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling