+794.2%
MS vs AEE
+185.4%
+608.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | +2.5% | +1.3% | +1.1% | +1.9% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | +2.4% | +1.0% | +1.4% | +1.6% |
| 6M | +36.4% | -2.3% | +38.7% | +36.7% |
| YTD | +23.8% | +9.1% | +14.7% | +18.1% |
| 1Y | +48.6% | +10.6% | +38.1% | +40.8% |
| 3Y | +179.1% | +48.5% | +130.7% | +130.5% |
| 5Y | +144.8% | +39.9% | +105.0% | +105.2% |
| 10Y | +794.2% | +185.7% | +608.5% | +629.6% |
| All | +794.2% | +185.4% | +608.8% | +629.6% |
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