+495.5%
MSTR vs AEE
+219.0%
+276.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | -24.8% | +8.8% | -33.6% | -26.0% |
| 3M | +20.6% | +5.1% | +15.6% | +19.4% |
| 6M | -38.0% | +5.2% | -43.1% | -38.9% |
| YTD | -24.7% | +16.1% | -40.8% | -27.4% |
| 1Y | -49.1% | +10.4% | -59.5% | -50.4% |
| 3Y | +124.7% | +63.1% | +61.6% | +98.2% |
| 5Y | +40.9% | +55.6% | -14.6% | +26.5% |
| All | +495.5% | +219.0% | +276.6% | +382.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling