+39.8%
AEE vs USFR
+20.4%
+19.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -2.0% | +0.3% | -2.3% | -1.6% |
| 3M | -2.8% | +1.0% | -3.8% | -1.8% |
| 6M | -3.6% | +1.9% | -5.5% | -1.3% |
| YTD | +7.3% | +2.7% | +4.6% | +11.0% |
| 1Y | +8.7% | +4.0% | +4.7% | +14.5% |
| 3Y | +46.0% | +14.1% | +32.0% | +95.8% |
| 5Y | +39.8% | +20.5% | +19.3% | +149.9% |
| All | +39.8% | +20.4% | +19.3% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling