-3.5%
MSFU vs AEE
+13.9%
-17.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.5% | +11.0% | +14.9% |
| 7D | +8.2% | +4.7% | +3.5% | +11.2% |
| 30D | +10.2% | +13.4% | -3.2% | +19.3% |
| 3M | +22.9% | +4.1% | +18.8% | +25.7% |
| 6M | +63.2% | +2.0% | +61.2% | +69.6% |
| YTD | +11.7% | +15.6% | -3.9% | +19.3% |
| 1Y | -3.5% | +14.1% | -17.6% | +3.9% |
| All | -3.5% | +13.9% | -17.4% | +3.9% |
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 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