+72.3%
AA vs AEE
+62.8%
+9.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -1.3% | +9.7% | -11.0% | -2.1% |
| 3M | -23.9% | +5.8% | -29.7% | -24.3% |
| 6M | -36.8% | +4.5% | -41.3% | -37.0% |
| YTD | -22.2% | +15.8% | -38.0% | -23.5% |
| 1Y | +10.4% | +10.8% | -0.4% | +9.2% |
| All | +72.3% | +62.8% | +9.5% | +30.9% |
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