+4,407.5%
MU vs AEE
+222.5%
+4,185.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +12.8% | +1.7% | +11.1% | +12.4% |
| 30D | -14.9% | +9.7% | -24.6% | -16.7% |
| 3M | -18.0% | +5.9% | -24.0% | -19.2% |
| 6M | -3.1% | +6.7% | -9.8% | -5.1% |
| YTD | +172.9% | +17.4% | +155.5% | +160.3% |
| 1Y | +228.8% | +12.7% | +216.2% | +217.0% |
| 3Y | +950.8% | +68.2% | +882.6% | +790.0% |
| 5Y | +931.3% | +57.3% | +874.0% | +782.2% |
| All | +4,407.5% | +222.5% | +4,185.0% | +3,460.7% |
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