+25.3%
MTUM vs AEE
+8.8%
+16.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.8% |
| 30D | -1.7% | -2.3% | +0.6% | -2.1% |
| 3M | -6.3% | +0.2% | -6.6% | -7.2% |
| 6M | +21.8% | -4.7% | +26.6% | +20.7% |
| YTD | +22.0% | +8.1% | +13.9% | +21.9% |
| 1Y | +25.3% | +8.5% | +16.8% | +25.9% |
| All | +25.3% | +8.8% | +16.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling