+40.3%
AA vs AEE
+879.2%
-838.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.9% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -1.3% | +9.7% | -11.0% | -6.5% |
| 3M | -23.9% | +5.8% | -29.7% | -26.6% |
| 6M | -36.8% | +4.5% | -41.3% | -38.8% |
| YTD | -22.2% | +15.8% | -38.0% | -29.5% |
| 1Y | +10.4% | +10.8% | -0.4% | +2.5% |
| 3Y | +72.0% | +62.8% | +9.2% | +23.4% |
| 5Y | -15.6% | +56.1% | -71.7% | -38.4% |
| 10Y | +47.8% | +216.4% | -168.7% | -39.2% |
| All | +40.3% | +879.2% | -838.9% | -72.2% |
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 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