+526.8%
MSTR vs AEE
+211.4%
+315.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -10.7% | +3.0% | -13.7% | -11.2% |
| 30D | -21.6% | +11.2% | -32.8% | -23.1% |
| 3M | +24.4% | +7.0% | +17.4% | +22.7% |
| 6M | -35.5% | +5.7% | -41.2% | -36.5% |
| YTD | -20.3% | +16.2% | -36.6% | -23.2% |
| 1Y | -49.3% | +12.0% | -61.4% | -50.8% |
| 3Y | +137.8% | +63.4% | +74.4% | +109.8% |
| 5Y | +48.3% | +56.0% | -7.7% | +33.1% |
| 10Y | +526.8% | +217.4% | +309.4% | +421.1% |
| All | +526.8% | +211.4% | +315.4% | +421.1% |
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 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