+304.5%
MSTR vs AEE
+49.6%
+254.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +0.3% | +11.8% | +12.2% |
| 30D | +45.2% | -2.3% | +47.4% | +45.1% |
| 3M | +10.4% | +0.2% | +10.2% | +9.3% |
| 6M | -2.5% | -4.7% | +2.3% | -2.6% |
| YTD | -6.0% | +8.1% | -14.1% | -7.4% |
| 1Y | -56.4% | +8.5% | -65.0% | -57.0% |
| All | +304.5% | +49.6% | +254.9% | +267.6% |
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