+181.3%
MS vs AEE
+49.1%
+132.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | +0.3% | +1.0% | +1.3% |
| 30D | -0.3% | -2.3% | +2.0% | +0.2% |
| 3M | +0.3% | +0.2% | +0.1% | -0.2% |
| 6M | +31.3% | -4.7% | +36.1% | +32.2% |
| YTD | +24.7% | +8.1% | +16.6% | +20.5% |
| 1Y | +47.9% | +8.5% | +39.4% | +42.7% |
| All | +181.3% | +49.1% | +132.2% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling