+690.7%
MSTR vs AEE
+185.4%
+505.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.6% |
| 7D | +9.3% | +1.3% | +8.0% | +9.1% |
| 30D | +36.5% | -1.2% | +37.7% | +36.7% |
| 3M | +7.3% | +1.0% | +6.3% | +6.5% |
| 6M | +2.2% | -2.3% | +4.5% | +2.1% |
| YTD | -10.2% | +9.1% | -19.3% | -12.3% |
| 1Y | -58.6% | +10.6% | -69.2% | -59.8% |
| 3Y | +283.2% | +48.5% | +234.7% | +244.8% |
| 5Y | +113.8% | +39.9% | +73.9% | +95.5% |
| 10Y | +690.7% | +185.7% | +505.0% | +553.5% |
| All | +690.7% | +185.4% | +505.3% | +553.5% |
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