+40.1%
AEE vs SBAC
-44.9%
+85.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | 0.0% | +3.9% | -3.9% | -1.2% |
| 3M | -0.9% | -8.2% | +7.3% | +1.3% |
| 6M | -2.4% | -2.8% | +0.4% | -2.6% |
| YTD | +8.6% | -1.5% | +10.2% | +7.7% |
| 1Y | +10.2% | 0.0% | +10.1% | +8.5% |
| 3Y | +47.8% | -8.4% | +56.2% | +47.8% |
| 5Y | +40.1% | -43.5% | +83.6% | +64.4% |
| All | +40.1% | -44.9% | +85.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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