+40.1%
AEE vs ALM
+958.0%
-917.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | +1.1% | +3.6% | -2.6% | +1.0% |
| 30D | 0.0% | +33.8% | -33.8% | -0.4% |
| 3M | -0.9% | +14.8% | -15.7% | -1.3% |
| 6M | -2.4% | -7.0% | +4.6% | -2.6% |
| YTD | +8.6% | +108.1% | -99.4% | +6.6% |
| 1Y | +10.2% | +313.8% | -303.6% | +6.4% |
| 3Y | +47.8% | +2,227.6% | -2,179.8% | +35.6% |
| 5Y | +40.1% | +956.6% | -916.5% | +31.7% |
| All | +40.1% | +958.0% | -917.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling