+30.9%
A vs AEE
+48.1%
-17.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -4.4% | +1.1% | -5.4% | -4.5% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +7.0% | -0.9% | +8.0% | +7.2% |
| 6M | +24.6% | -2.4% | +27.0% | +24.9% |
| YTD | +7.0% | +8.6% | -1.6% | +4.8% |
| 1Y | +15.6% | +10.2% | +5.4% | +12.7% |
| All | +30.9% | +48.1% | -17.2% | +18.4% |
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