-16.6%
ADSK vs AEE
-3.1%
-13.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.1% |
| 7D | -10.9% | -0.7% | -10.2% | -11.1% |
| 30D | -15.9% | -2.0% | -13.9% | -16.3% |
| 3M | -4.4% | -2.8% | -1.5% | -3.7% |
| 6M | -16.6% | -3.6% | -13.1% | -16.7% |
| All | -16.6% | -3.1% | -13.5% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling