+1,482.4%
MS vs AEE
+813.9%
+668.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +0.3% | +1.0% | +1.1% |
| 30D | -0.3% | -2.3% | +2.0% | +1.3% |
| 3M | +0.3% | +0.2% | +0.1% | -0.8% |
| 6M | +31.3% | -4.7% | +36.1% | +34.1% |
| YTD | +24.7% | +8.1% | +16.6% | +15.2% |
| 1Y | +47.9% | +8.5% | +39.4% | +35.8% |
| 3Y | +178.3% | +48.9% | +129.4% | +95.2% |
| 5Y | +144.9% | +39.9% | +105.0% | +74.4% |
| 10Y | +804.5% | +186.5% | +618.0% | +210.0% |
| All | +1,482.4% | +813.9% | +668.6% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling