+2,417.1%
MSCI vs AEE
+325.5%
+2,091.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +0.6% | -2.3% | +2.8% | +1.7% |
| 3M | -7.1% | +0.2% | -7.3% | -7.5% |
| 6M | +0.8% | -4.7% | +5.6% | +2.7% |
| YTD | +1.0% | +8.1% | -7.1% | -4.2% |
| 1Y | +4.3% | +8.5% | -4.2% | -1.5% |
| 3Y | +9.9% | +48.9% | -38.9% | -13.9% |
| 5Y | -6.8% | +39.9% | -46.7% | -25.0% |
| 10Y | +614.7% | +186.5% | +428.1% | +263.5% |
| All | +2,417.1% | +325.5% | +2,091.6% | +840.7% |
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