+215.4%
ADSK vs AEE
+191.1%
+24.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | -14.9% | -2.9% | -12.0% | -14.1% |
| 3M | +3.3% | -2.4% | +5.7% | +4.0% |
| 6M | -15.7% | -2.7% | -12.9% | -15.4% |
| YTD | -28.2% | +7.3% | -35.5% | -30.7% |
| 1Y | -34.5% | +7.5% | -42.1% | -36.9% |
| 3Y | -2.9% | +46.2% | -49.1% | -17.9% |
| 5Y | -25.3% | +39.7% | -65.0% | -35.9% |
| All | +215.4% | +191.1% | +24.2% | +114.8% |
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 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