+356.8%
ACWI vs AEE
+388.9%
-32.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +0.9% | -2.3% | +3.1% | +1.9% |
| 3M | +2.4% | +0.2% | +2.2% | +1.8% |
| 6M | +12.4% | -4.7% | +17.1% | +14.2% |
| YTD | +15.2% | +8.1% | +7.1% | +9.8% |
| 1Y | +22.7% | +8.5% | +14.2% | +16.5% |
| 3Y | +75.8% | +48.9% | +26.9% | +39.4% |
| 5Y | +67.7% | +39.9% | +27.8% | +35.1% |
| 10Y | +229.0% | +186.5% | +42.5% | +63.4% |
| All | +356.8% | +388.9% | -32.1% | +35.8% |
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