+4,922.5%
MSFT vs AEE
+813.9%
+4,108.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +2.7% | -2.3% | +5.0% | +3.6% |
| 3M | +17.0% | +0.2% | +16.7% | +16.5% |
| 6M | +23.8% | -4.7% | +28.6% | +25.3% |
| YTD | +4.0% | +8.1% | -4.1% | -0.4% |
| 1Y | -0.8% | +8.5% | -9.4% | -5.3% |
| 3Y | +55.6% | +48.9% | +6.7% | +27.0% |
| 5Y | +72.9% | +39.9% | +33.0% | +43.6% |
| 10Y | +875.8% | +186.5% | +689.3% | +476.1% |
| All | +4,922.5% | +813.9% | +4,108.6% | +1,865.3% |
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