-15.6%
AA vs AEE
+56.1%
-71.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -1.3% | +9.7% | -11.0% | -4.5% |
| 3M | -23.9% | +5.8% | -29.7% | -25.5% |
| 6M | -36.8% | +4.5% | -41.3% | -38.0% |
| YTD | -22.2% | +15.8% | -38.0% | -27.1% |
| 1Y | +10.4% | +10.8% | -0.4% | +5.3% |
| 3Y | +72.0% | +62.8% | +9.2% | +31.9% |
| 5Y | -15.6% | +56.1% | -71.7% | -33.2% |
| All | -15.6% | +56.1% | -71.7% | -33.2% |
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