+8.7%
AEE vs ALM
+279.2%
-270.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.2% |
| 7D | -0.7% | -7.1% | +6.4% | -0.6% |
| 30D | -2.0% | +24.7% | -26.7% | -2.0% |
| 3M | -2.8% | +8.3% | -11.1% | -2.9% |
| 6M | -3.6% | -22.2% | +18.6% | -3.6% |
| YTD | +7.3% | +88.1% | -80.8% | +5.9% |
| 1Y | +8.7% | +272.4% | -263.7% | +3.1% |
| All | +8.7% | +279.2% | -270.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling