+595.4%
MTUM vs AEE
+362.9%
+232.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | -1.7% | -2.0% | +0.3% | -1.0% |
| 3M | -0.5% | -2.8% | +2.4% | +0.1% |
| 6M | +22.3% | -3.6% | +25.9% | +23.1% |
| YTD | +21.4% | +7.3% | +14.0% | +17.4% |
| 1Y | +20.0% | +8.7% | +11.3% | +15.4% |
| 3Y | +113.0% | +46.0% | +66.9% | +81.8% |
| 5Y | +77.3% | +39.8% | +37.5% | +52.4% |
| 10Y | +350.5% | +191.4% | +159.1% | +198.5% |
| All | +595.4% | +362.9% | +232.5% | +287.1% |
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 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