+70.4%
AA vs AEE
+813.9%
-743.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +5.0% | -2.3% | +7.3% | +6.2% |
| 3M | -35.8% | +0.2% | -36.0% | -36.4% |
| 6M | -18.4% | -4.7% | -13.6% | -16.7% |
| YTD | -5.5% | +8.1% | -13.6% | -10.9% |
| 1Y | +61.0% | +8.5% | +52.4% | +50.9% |
| 3Y | +66.2% | +48.9% | +17.3% | +25.4% |
| 5Y | +11.4% | +39.9% | -28.5% | -13.6% |
| 10Y | +116.9% | +186.5% | -69.7% | -5.5% |
| All | +70.4% | +813.9% | -743.5% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling