+370.1%
AEE vs ALM
+7,705.7%
-7,335.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | -2.3% | +32.0% | -34.3% | -2.3% |
| 3M | +0.2% | -15.0% | +15.3% | +0.2% |
| 6M | -4.7% | -10.1% | +5.4% | -4.8% |
| YTD | +8.1% | +99.4% | -91.3% | +7.9% |
| 1Y | +8.5% | +316.4% | -307.8% | +8.2% |
| 3Y | +48.9% | +2,022.0% | -1,973.1% | +48.0% |
| 5Y | +39.9% | +941.2% | -901.3% | +39.1% |
| 10Y | +186.5% | +2,950.3% | -2,763.8% | +184.2% |
| All | +370.1% | +7,705.7% | -7,335.6% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling