+410.4%
AEE vs ALM
+3,551.9%
-3,141.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | +1.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +9.7% | -19.3% | +29.1% | +9.8% |
| 3M | +5.9% | -40.6% | +46.6% | +6.0% |
| 6M | +6.7% | -57.9% | +64.6% | +6.8% |
| YTD | +17.4% | -6.7% | +24.1% | +17.3% |
| 1Y | +12.7% | +20.2% | -7.5% | +12.6% |
| 3Y | +68.2% | +879.4% | -811.2% | +67.4% |
| 5Y | +57.3% | +415.3% | -358.0% | +56.6% |
| 10Y | +220.6% | +2,100.8% | -1,880.2% | +218.2% |
| All | +410.4% | +3,551.9% | -3,141.5% | +401.8% |
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