+57.6%
AEE vs AMBA
-70.4%
+128.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | 0.0% |
| 7D | +2.1% | -7.2% | +9.3% | +2.2% |
| 30D | +11.4% | -10.4% | +21.8% | +11.5% |
| 3M | +5.0% | -30.1% | +35.1% | +5.4% |
| 6M | +4.4% | -22.4% | +26.9% | +4.5% |
| YTD | +15.4% | -17.3% | +32.7% | +15.1% |
| 1Y | +13.8% | -35.4% | +49.2% | +14.2% |
| 3Y | +58.0% | +18.6% | +39.4% | +52.1% |
| All | +57.6% | -70.4% | +128.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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