+282.4%
MXL vs AEE
+642.9%
-360.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.7% |
| 7D | +19.0% | +1.1% | +17.9% | +18.5% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | -1.5% | -0.9% | -0.6% | -2.1% |
| 6M | +348.6% | -2.4% | +351.0% | +346.1% |
| YTD | +310.3% | +8.6% | +301.6% | +288.8% |
| 1Y | +344.7% | +10.2% | +334.6% | +317.3% |
| 3Y | +211.2% | +47.8% | +163.4% | +148.1% |
| 5Y | +34.8% | +40.1% | -5.3% | +9.0% |
| 10Y | +286.5% | +195.0% | +91.5% | +96.7% |
| All | +282.4% | +642.9% | -360.5% | -25.1% |
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