+961.9%
MTB vs AEE
+822.6%
+139.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.0% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | -4.2% | -1.2% | -2.9% | -3.7% |
| 3M | +7.8% | +1.0% | +6.8% | +7.0% |
| 6M | +14.8% | -2.3% | +17.1% | +15.6% |
| YTD | +20.8% | +9.1% | +11.6% | +15.2% |
| 1Y | +23.1% | +10.6% | +12.6% | +16.5% |
| 3Y | +114.8% | +48.5% | +66.3% | +74.4% |
| 5Y | +103.3% | +39.9% | +63.4% | +67.8% |
| 10Y | +173.0% | +185.7% | -12.7% | +55.9% |
| All | +961.9% | +822.6% | +139.3% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling