+216.4%
AEE vs ALM
+2,084.7%
-1,868.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.2% | -7.2% | +7.3% | +0.2% |
| 30D | +9.7% | -26.4% | +36.1% | +9.9% |
| 3M | +5.8% | -38.6% | +44.4% | +6.1% |
| 6M | +4.5% | -61.0% | +65.4% | +4.9% |
| YTD | +15.8% | -7.4% | +23.2% | +15.5% |
| 1Y | +10.8% | +14.0% | -3.2% | +10.3% |
| 3Y | +62.8% | +844.4% | -781.7% | +59.7% |
| 5Y | +56.1% | +410.8% | -354.7% | +53.1% |
| 10Y | +216.4% | +2,084.7% | -1,868.3% | +217.2% |
| All | +216.4% | +2,084.7% | -1,868.3% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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