+826.7%
AEE vs KMX
+1,236.7%
-410.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -1.2% | +4.1% | -5.4% | -1.6% |
| 3M | +1.0% | +27.5% | -26.5% | -1.4% |
| 6M | -2.3% | +43.6% | -45.8% | -5.9% |
| YTD | +9.1% | +56.8% | -47.6% | +4.0% |
| 1Y | +10.6% | -1.3% | +11.9% | +9.1% |
| 3Y | +48.5% | -25.4% | +73.9% | +48.5% |
| 5Y | +39.9% | -53.9% | +93.8% | +43.6% |
| 10Y | +185.7% | +0.7% | +185.0% | +168.9% |
| All | +826.7% | +1,236.7% | -410.1% | +668.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling