+2,330.4%
ACN vs AEE
+745.0%
+1,585.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.6% |
| 30D | +16.5% | +9.7% | +6.8% | +11.8% |
| 3M | +41.5% | +5.9% | +35.5% | +37.7% |
| 6M | +60.1% | +6.7% | +53.4% | +54.9% |
| YTD | -3.9% | +17.4% | -21.3% | -11.6% |
| 1Y | +4.1% | +12.7% | -8.6% | -2.5% |
| 3Y | -15.9% | +68.2% | -84.1% | -35.7% |
| 5Y | -26.3% | +57.3% | -83.6% | -42.4% |
| 10Y | +148.2% | +220.6% | -72.4% | +34.1% |
| All | +2,330.4% | +745.0% | +1,585.3% | +623.3% |
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