+197.1%
ABT vs AEE
+191.1%
+6.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -5.9% | -0.8% | -5.1% | -5.6% |
| 30D | -8.1% | -2.9% | -5.2% | -6.9% |
| 3M | +14.5% | -2.4% | +16.9% | +15.6% |
| 6M | -6.3% | -2.7% | -3.6% | -5.5% |
| YTD | -17.1% | +7.3% | -24.4% | -20.1% |
| 1Y | -21.4% | +7.5% | -28.9% | -24.3% |
| 3Y | +5.9% | +46.2% | -40.3% | -12.2% |
| 5Y | -12.8% | +39.7% | -52.5% | -26.7% |
| All | +197.1% | +191.1% | +6.0% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling