+26.9%
MSFU vs AEE
+49.7%
-22.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.1% |
| 7D | -3.2% | +1.3% | -4.5% | -2.9% |
| 30D | -3.1% | -1.2% | -1.9% | -3.4% |
| 3M | +35.3% | +1.0% | +34.2% | +36.0% |
| 6M | +31.6% | -2.3% | +33.9% | +31.9% |
| YTD | -9.5% | +9.1% | -18.7% | -8.5% |
| 1Y | -18.4% | +10.6% | -29.0% | -17.3% |
| 3Y | +26.9% | +48.5% | -21.6% | +36.9% |
| All | +26.9% | +49.7% | -22.7% | +36.9% |
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