+123.6%
MSTR vs AEE
+42.0%
+81.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +0.3% | +11.8% | +12.1% |
| 30D | +45.2% | -2.3% | +47.4% | +45.9% |
| 3M | +10.4% | +0.2% | +10.2% | +9.0% |
| 6M | -2.5% | -4.7% | +2.3% | -2.0% |
| YTD | -6.0% | +8.1% | -14.1% | -9.5% |
| 1Y | -56.4% | +8.5% | -65.0% | -58.1% |
| 3Y | +306.3% | +48.9% | +257.4% | +234.2% |
| All | +123.6% | +42.0% | +81.6% | +112.1% |
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 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