+302.4%
MXL vs AEE
+191.1%
+111.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.6% |
| 7D | +18.9% | -0.8% | +19.6% | +19.2% |
| 30D | +0.3% | -2.9% | +3.2% | +1.2% |
| 3M | -8.0% | -2.4% | -5.6% | -8.1% |
| 6M | +341.2% | -2.7% | +344.0% | +339.2% |
| YTD | +327.8% | +7.3% | +320.6% | +310.9% |
| 1Y | +364.9% | +7.5% | +357.4% | +344.7% |
| 3Y | +229.2% | +46.2% | +183.0% | +174.0% |
| 5Y | +42.8% | +39.7% | +3.1% | +20.0% |
| All | +302.4% | +191.1% | +111.3% | +180.7% |
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