+186.5%
AEE vs USFR
+28.1%
+158.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | -2.9% | +0.4% | -3.3% | -2.8% |
| 3M | -2.4% | +1.0% | -3.4% | -2.1% |
| 6M | -2.7% | +2.0% | -4.7% | -2.2% |
| YTD | +7.3% | +2.8% | +4.5% | +8.1% |
| 1Y | +7.5% | +4.1% | +3.5% | +8.8% |
| 3Y | +46.2% | +14.1% | +32.1% | +53.8% |
| 5Y | +39.7% | +20.6% | +19.1% | +50.2% |
| All | +186.5% | +28.1% | +158.4% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling