-11.4%
MSCI vs AEE
+43.4%
-54.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -4.2% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.3% |
| 3M | -8.2% | +1.0% | -9.2% | -8.9% |
| 6M | -2.4% | -2.3% | -0.2% | -2.1% |
| YTD | -2.8% | +9.1% | -12.0% | -7.7% |
| 1Y | -2.7% | +10.6% | -13.2% | -8.3% |
| 3Y | +7.3% | +48.5% | -41.2% | -13.9% |
| 5Y | -11.4% | +39.9% | -51.3% | -25.4% |
| All | -11.4% | +43.4% | -54.8% | -25.4% |
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