+1,226.8%
MS vs AEE
+875.5%
+351.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.1% | -3.6% | -3.0% |
| 30D | -3.8% | +11.4% | -15.2% | -11.2% |
| 3M | -14.6% | +5.0% | -19.6% | -17.8% |
| 6M | -5.1% | +4.4% | -9.5% | -9.2% |
| YTD | +4.5% | +15.4% | -10.9% | -8.1% |
| 1Y | +13.5% | +13.8% | -0.2% | +0.7% |
| 3Y | +160.4% | +58.0% | +102.4% | +75.2% |
| 5Y | +112.9% | +52.9% | +59.9% | +41.9% |
| 10Y | +633.4% | +205.1% | +428.3% | +140.8% |
| All | +1,226.8% | +875.5% | +351.3% | +90.6% |
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 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