+297.0%
MXL vs AEE
+13.9%
+283.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.5% | -13.6% | -8.7% |
| 7D | -24.3% | +4.7% | -29.0% | -20.5% |
| 30D | -46.1% | +13.4% | -59.5% | -39.5% |
| 3M | -21.8% | +4.1% | -25.9% | -18.0% |
| 6M | -27.2% | +2.0% | -29.3% | -24.6% |
| YTD | +226.2% | +15.6% | +210.5% | +235.7% |
| 1Y | +297.0% | +14.1% | +282.9% | +305.9% |
| All | +297.0% | +13.9% | +283.1% | +305.9% |
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