+186.6%
AEE vs BUD
-22.8%
+209.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -2.0% | -3.7% | +1.7% | -1.2% |
| 3M | -2.8% | -4.4% | +1.6% | -2.0% |
| 6M | -3.6% | +7.7% | -11.3% | -5.3% |
| YTD | +7.3% | +23.1% | -15.7% | +2.4% |
| 1Y | +8.7% | +33.6% | -24.9% | +1.8% |
| 3Y | +46.0% | +44.7% | +1.3% | +33.3% |
| 5Y | +39.8% | +44.9% | -5.2% | +25.8% |
| All | +186.6% | -22.8% | +209.5% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling