+12.4%
AA vs AEE
+39.2%
-26.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | -29.8% | -0.9% | -28.9% | -29.8% |
| 6M | -16.6% | -2.4% | -14.2% | -16.3% |
| YTD | -4.0% | +8.6% | -12.7% | -7.6% |
| 1Y | +63.5% | +10.2% | +53.4% | +56.1% |
| 3Y | +86.8% | +47.8% | +38.9% | +53.2% |
| 5Y | +12.4% | +40.1% | -27.7% | -2.2% |
| All | +12.4% | +39.2% | -26.8% | -2.2% |
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