+238.4%
A vs AEE
+191.3%
+47.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -4.3% | -2.0% | -2.3% | -3.6% |
| 3M | +8.9% | -2.8% | +11.8% | +9.9% |
| 6M | +24.5% | -3.6% | +28.1% | +25.5% |
| YTD | +5.8% | +7.3% | -1.5% | +2.2% |
| 1Y | +16.2% | +8.7% | +7.5% | +11.5% |
| 3Y | +28.5% | +46.0% | -17.6% | +8.1% |
| 5Y | -16.3% | +39.8% | -56.1% | -28.8% |
| All | +238.4% | +191.3% | +47.1% | +140.2% |
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