+789.6%
AEE vs SBAC
+2,208.1%
-1,418.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -2.3% | +6.9% | -9.2% | -2.9% |
| 3M | +0.2% | -8.2% | +8.4% | +0.9% |
| 6M | -4.7% | -1.6% | -3.1% | -4.9% |
| YTD | +8.1% | -0.1% | +8.2% | +7.7% |
| 1Y | +8.5% | -0.5% | +9.0% | +8.2% |
| 3Y | +48.9% | -9.1% | +58.0% | +49.2% |
| 5Y | +39.9% | -43.8% | +83.7% | +45.4% |
| 10Y | +186.5% | +80.5% | +106.0% | +174.9% |
| All | +789.6% | +2,208.1% | -1,418.6% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling