+72.2%
MSFU vs AEE
+29.9%
+42.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +35.3% | +1.0% | +34.2% | +35.2% |
| 6M | +31.6% | -2.3% | +33.9% | +31.8% |
| YTD | -9.5% | +9.1% | -18.7% | -11.7% |
| 1Y | -18.4% | +10.6% | -29.0% | -20.6% |
| 3Y | +26.9% | +48.5% | -21.6% | +13.2% |
| All | +72.2% | +29.9% | +42.3% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling