+915.1%
MSFT vs AEE
+222.5%
+692.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.8% |
| 30D | -1.8% | +9.7% | -11.6% | -4.9% |
| 3M | +5.6% | +5.9% | -0.3% | +3.5% |
| 6M | +29.8% | +6.7% | +23.1% | +26.4% |
| YTD | +9.0% | +17.4% | -8.3% | +2.0% |
| 1Y | +4.9% | +12.7% | -7.7% | -0.4% |
| 3Y | +46.2% | +68.2% | -22.0% | +15.8% |
| 5Y | +62.1% | +57.3% | +4.8% | +30.7% |
| All | +915.1% | +222.5% | +692.6% | +550.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling