+537.0%
MS vs AEE
+219.0%
+318.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +2.0% | +8.8% | -6.8% | -1.5% |
| 3M | -12.6% | +5.1% | -17.6% | -14.4% |
| 6M | -0.3% | +5.2% | -5.4% | -2.8% |
| YTD | +9.0% | +16.1% | -7.1% | +1.2% |
| 1Y | +13.9% | +10.4% | +3.4% | +8.0% |
| 3Y | +173.6% | +63.1% | +110.5% | +116.0% |
| 5Y | +122.0% | +55.6% | +66.4% | +76.8% |
| All | +537.0% | +219.0% | +318.0% | +428.7% |
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