+49.9%
MSTR vs AEE
+52.8%
-2.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | -15.9% | +11.4% | -27.3% | -18.2% |
| 3M | +33.1% | +5.0% | +28.2% | +31.4% |
| 6M | -31.0% | +4.4% | -35.4% | -32.4% |
| YTD | -15.1% | +15.4% | -30.5% | -19.9% |
| 1Y | -45.6% | +13.8% | -59.4% | -48.4% |
| 3Y | +180.5% | +58.0% | +122.5% | +124.4% |
| All | +49.9% | +52.8% | -2.9% | +35.7% |
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