-15.4%
A vs AEE
+39.2%
-54.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -4.4% | +1.1% | -5.4% | -4.7% |
| 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% | +25.0% |
| YTD | +7.0% | +8.6% | -1.6% | +3.2% |
| 1Y | +15.6% | +10.2% | +5.4% | +10.8% |
| 3Y | +29.9% | +47.8% | -17.9% | +10.1% |
| 5Y | -15.4% | +40.1% | -55.5% | -27.2% |
| All | -15.4% | +39.2% | -54.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling