+56.0%
AEE vs BUD
+51.3%
+4.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +3.0% | +6.0% | -3.0% | +1.6% |
| 30D | +11.2% | +11.3% | 0.0% | +8.5% |
| 3M | +7.0% | +3.6% | +3.4% | +6.0% |
| 6M | +5.7% | +7.7% | -2.0% | +3.7% |
| YTD | +16.2% | +36.4% | -20.1% | +7.8% |
| 1Y | +12.0% | +37.8% | -25.8% | +3.6% |
| 3Y | +63.4% | +51.2% | +12.1% | +45.9% |
| 5Y | +56.0% | +53.4% | +2.6% | +35.2% |
| All | +56.0% | +51.3% | +4.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling