+186.5%
AEE vs KMX
+11.6%
+174.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | -0.4% |
| 30D | -2.9% | +4.4% | -7.4% | -3.5% |
| 3M | -2.4% | +18.9% | -21.3% | -4.7% |
| 6M | -2.7% | +44.3% | -47.0% | -7.7% |
| YTD | +7.3% | +58.7% | -51.4% | 0.0% |
| 1Y | +7.5% | +0.1% | +7.4% | +5.9% |
| 3Y | +46.2% | -24.4% | +70.6% | +46.9% |
| 5Y | +39.7% | -54.4% | +94.1% | +48.1% |
| All | +186.5% | +11.6% | +174.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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