+683.5%
AEE vs BUD
+201.1%
+482.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.3% | +0.3% | +0.1% | +0.3% |
| 30D | -2.3% | -5.7% | +3.4% | -1.0% |
| 3M | +0.2% | +3.1% | -2.9% | -0.6% |
| 6M | -4.7% | +7.9% | -12.6% | -6.8% |
| YTD | +8.1% | +27.3% | -19.2% | +1.6% |
| 1Y | +8.5% | +37.8% | -29.3% | 0.0% |
| 3Y | +48.9% | +49.8% | -1.0% | +33.0% |
| 5Y | +39.9% | +43.8% | -3.9% | +24.3% |
| 10Y | +186.5% | -22.6% | +209.2% | +185.0% |
| All | +683.5% | +201.1% | +482.4% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling