+55.0%
AEE vs SBAC
-39.6%
+94.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +9.7% | +5.5% | +4.3% | +7.9% |
| 3M | +5.9% | +3.1% | +2.8% | +4.7% |
| 6M | +6.7% | -7.0% | +13.7% | +8.3% |
| YTD | +17.4% | +0.5% | +16.9% | +15.4% |
| 1Y | +12.7% | +0.2% | +12.4% | +10.8% |
| 3Y | +68.2% | -7.4% | +75.6% | +67.7% |
| All | +55.0% | -39.6% | +94.7% | +76.5% |
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