+41.6%
AA vs AEE
+222.5%
-180.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -0.6% | +9.7% | -10.3% | -3.6% |
| 3M | -19.7% | +5.9% | -25.6% | -21.2% |
| 6M | -41.6% | +6.7% | -48.3% | -43.0% |
| YTD | -24.6% | +17.4% | -42.0% | -29.0% |
| 1Y | +4.9% | +12.7% | -7.8% | +0.1% |
| 3Y | +66.8% | +68.2% | -1.4% | +35.7% |
| 5Y | -19.4% | +57.3% | -76.7% | -32.4% |
| All | +41.6% | +222.5% | -180.9% | +26.1% |
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 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