+57.4%
AA vs AEE
+9.0%
+48.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.9% |
| 7D | -5.4% | -0.7% | -4.7% | -5.4% |
| 30D | -10.7% | -2.0% | -8.7% | -10.9% |
| 3M | -26.2% | -2.8% | -23.3% | -25.8% |
| 6M | -20.9% | -3.6% | -17.4% | -20.4% |
| YTD | -8.6% | +7.3% | -15.9% | -5.2% |
| 1Y | +57.4% | +8.7% | +48.7% | +68.1% |
| All | +57.4% | +9.0% | +48.4% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling