-15.9%
ACN vs AEE
+65.0%
-80.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | +16.5% | +9.7% | +6.8% | +15.3% |
| 3M | +41.5% | +5.9% | +35.5% | +40.4% |
| 6M | +60.1% | +6.7% | +53.4% | +59.0% |
| YTD | -3.9% | +17.4% | -21.3% | -6.4% |
| 1Y | +4.1% | +12.7% | -8.6% | +2.2% |
| 3Y | -15.9% | +68.2% | -84.1% | -23.4% |
| All | -15.9% | +65.0% | -80.8% | -23.4% |
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