+750.6%
AEE vs BUD
+217.8%
+532.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | +9.7% | +6.7% | +3.1% | +8.0% |
| 3M | +5.9% | +5.7% | +0.2% | +4.3% |
| 6M | +6.7% | +5.8% | +0.9% | +5.0% |
| YTD | +17.4% | +34.4% | -17.0% | +8.8% |
| 1Y | +12.7% | +33.3% | -20.6% | +4.6% |
| 3Y | +68.2% | +48.8% | +19.4% | +50.4% |
| 5Y | +57.3% | +52.5% | +4.8% | +37.9% |
| 10Y | +220.6% | -4.0% | +224.6% | +199.9% |
| All | +750.6% | +217.8% | +532.8% | +426.8% |
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