+578.8%
MS vs AEE
+205.5%
+373.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +0.7% | +2.3% | -1.6% | -0.2% |
| 30D | -0.9% | +11.6% | -12.5% | -5.2% |
| 3M | -13.0% | +5.5% | -18.5% | -14.9% |
| 6M | -2.0% | +6.0% | -8.0% | -4.8% |
| YTD | +7.8% | +16.6% | -8.8% | 0.0% |
| 1Y | +17.9% | +12.1% | +5.8% | +11.1% |
| 3Y | +174.8% | +64.2% | +110.6% | +116.7% |
| 5Y | +119.9% | +59.1% | +60.7% | +73.5% |
| 10Y | +578.8% | +210.2% | +368.6% | +470.0% |
| All | +578.8% | +205.5% | +373.3% | +470.0% |
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 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