+122.9%
MS vs AEE
+56.4%
+66.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +5.1% | +1.7% | +3.4% | +4.5% |
| 30D | +5.7% | +9.7% | -4.1% | +2.8% |
| 3M | -12.2% | +5.9% | -18.1% | -13.7% |
| 6M | -0.5% | +6.7% | -7.2% | -2.9% |
| YTD | +9.8% | +17.4% | -7.5% | +3.0% |
| 1Y | +17.7% | +12.7% | +5.1% | +12.1% |
| 3Y | +176.8% | +68.2% | +108.6% | +124.2% |
| All | +122.9% | +56.4% | +66.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling