+885.6%
AEE vs SUI
+1,675.3%
-789.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.6% | -3.8% | +4.5% | +1.9% |
| 30D | +8.8% | +3.9% | +4.9% | +7.3% |
| 3M | +5.1% | +0.2% | +4.8% | +4.7% |
| 6M | +5.2% | -4.2% | +9.3% | +6.3% |
| YTD | +16.1% | -2.5% | +18.6% | +16.5% |
| 1Y | +10.4% | -4.0% | +14.5% | +11.4% |
| 3Y | +63.1% | +16.5% | +46.6% | +52.4% |
| 5Y | +55.6% | -27.2% | +82.8% | +67.1% |
| 10Y | +217.1% | +119.6% | +97.6% | +139.3% |
| All | +885.6% | +1,675.3% | -789.7% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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