+349.5%
MTUM vs AEE
+191.1%
+158.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -2.4% | -2.9% | +0.5% | -1.5% |
| 3M | -3.6% | -2.4% | -1.2% | -3.3% |
| 6M | +23.7% | -2.7% | +26.4% | +24.0% |
| YTD | +22.9% | +7.3% | +15.6% | +18.8% |
| 1Y | +21.8% | +7.5% | +14.2% | +17.4% |
| 3Y | +114.4% | +46.2% | +68.2% | +82.2% |
| 5Y | +79.6% | +39.7% | +39.8% | +53.7% |
| All | +349.5% | +191.1% | +158.3% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling