-0.9%
MSFT vs AEE
+10.4%
-11.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.6% |
| 7D | -1.0% | +1.1% | -2.1% | -0.7% |
| 30D | -2.7% | 0.0% | -2.7% | -2.6% |
| 3M | +22.1% | -0.9% | +23.0% | +22.9% |
| 6M | +20.6% | -2.4% | +23.0% | +21.3% |
| YTD | +2.3% | +8.6% | -6.3% | +2.9% |
| All | -0.9% | +10.4% | -11.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling