+15.5%
A vs AEE
+56.1%
-40.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +3.3% | +9.7% | -6.4% | +0.5% |
| 3M | +18.5% | +5.8% | +12.7% | +16.5% |
| 6M | +59.3% | +4.5% | +54.8% | +56.8% |
| YTD | +31.0% | +15.8% | +15.2% | +24.0% |
| 1Y | +19.3% | +10.8% | +8.6% | +14.7% |
| 3Y | +66.8% | +62.8% | +4.0% | +36.5% |
| 5Y | +15.5% | +56.1% | -40.6% | -4.2% |
| All | +15.5% | +56.1% | -40.6% | -4.2% |
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