-65.3%
AAOX vs AEE
+1.8%
-67.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.0% | +10.2% | +13.0% |
| 7D | +15.2% | +1.3% | +13.9% | +18.0% |
| 30D | -40.3% | -1.2% | -39.1% | -41.9% |
| 3M | -81.2% | +1.0% | -82.2% | -80.7% |
| All | -65.3% | +1.8% | -67.0% | -64.9% |
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 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 · Available span rolling