+229.2%
MXL vs AEE
+46.3%
+183.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.5% |
| 7D | +18.9% | -0.8% | +19.6% | +18.7% |
| 30D | +0.3% | -2.9% | +3.2% | -0.1% |
| 3M | -8.0% | -2.4% | -5.6% | -8.8% |
| 6M | +341.2% | -2.7% | +344.0% | +336.2% |
| YTD | +327.8% | +7.3% | +320.6% | +320.9% |
| 1Y | +364.9% | +7.5% | +357.4% | +356.8% |
| 3Y | +229.2% | +46.2% | +183.0% | +219.0% |
| All | +229.2% | +46.3% | +183.0% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling