-45.0%
ACI vs AEE
+48.1%
-93.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | -23.2% | -0.9% | -22.3% | -23.3% |
| 6M | -29.5% | -2.4% | -27.1% | -29.4% |
| YTD | -28.6% | +8.6% | -37.2% | -30.2% |
| 1Y | -34.0% | +10.2% | -44.2% | -35.6% |
| All | -45.0% | +48.1% | -93.1% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling