+800.3%
MS vs AEE
+184.7%
+615.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +0.3% | +1.0% | +1.2% |
| 30D | -0.3% | -2.3% | +2.0% | +0.6% |
| 3M | +0.3% | +0.2% | +0.1% | -0.3% |
| 6M | +31.3% | -4.1% | +35.4% | +32.6% |
| YTD | +24.7% | +8.9% | +15.8% | +19.0% |
| 1Y | +47.9% | +9.3% | +38.6% | +40.7% |
| 3Y | +178.3% | +49.9% | +128.4% | +128.8% |
| 5Y | +144.9% | +40.9% | +104.0% | +104.4% |
| All | +800.3% | +184.7% | +615.6% | +635.2% |
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