+55.6%
AEE vs AMBA
-68.7%
+124.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | +0.6% | +10.7% | -10.0% | +0.5% |
| 30D | +8.8% | -5.0% | +13.9% | +8.9% |
| 3M | +5.1% | -26.9% | +32.0% | +5.5% |
| 6M | +5.2% | -21.9% | +27.1% | +5.2% |
| YTD | +16.1% | -13.8% | +29.9% | +15.7% |
| 1Y | +10.4% | -36.1% | +46.5% | +11.0% |
| 3Y | +63.1% | +21.6% | +41.5% | +56.9% |
| 5Y | +55.6% | -68.8% | +124.3% | +52.1% |
| All | +55.6% | -68.7% | +124.3% | +52.1% |
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