+222.2%
ACWI vs AEE
+205.5%
+16.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +0.3% | +2.3% | -2.0% | -0.4% |
| 30D | -2.8% | +11.6% | -14.4% | -6.3% |
| 3M | -3.2% | +5.5% | -8.7% | -4.9% |
| 6M | +1.3% | +6.0% | -4.7% | -1.1% |
| YTD | +11.2% | +16.6% | -5.4% | +5.0% |
| 1Y | +13.8% | +12.1% | +1.7% | +8.8% |
| 3Y | +76.2% | +64.2% | +12.0% | +45.4% |
| 5Y | +59.5% | +59.1% | +0.4% | +31.9% |
| 10Y | +222.2% | +210.2% | +12.0% | +133.0% |
| All | +222.2% | +205.5% | +16.7% | +133.0% |
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