-60.9%
ADBE vs AEE
+38.7%
-99.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | -2.5% | -2.9% | +0.4% | -2.1% |
| 3M | +15.3% | -2.4% | +17.7% | +15.6% |
| 6M | -7.8% | -2.7% | -5.1% | -7.8% |
| YTD | -27.9% | +7.3% | -35.2% | -29.8% |
| 1Y | -28.0% | +7.5% | -35.6% | -30.0% |
| 3Y | -55.3% | +46.2% | -101.5% | -60.5% |
| All | -60.9% | +38.7% | -99.6% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling