+51.2%
MSFT vs AEE
+49.7%
+1.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.3% |
| 30D | -1.0% | -1.2% | +0.2% | -1.1% |
| 3M | +20.2% | +1.0% | +19.2% | +20.5% |
| 6M | +21.3% | -2.3% | +23.5% | +21.4% |
| YTD | +2.8% | +9.1% | -6.3% | +3.3% |
| 1Y | 0.0% | +10.6% | -10.6% | +0.6% |
| 3Y | +51.2% | +48.5% | +2.7% | +56.9% |
| All | +51.2% | +49.7% | +1.5% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling