+322.0%
AEE vs USFR
+27.5%
+294.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.3% |
| 3M | +0.2% | +1.0% | -0.8% | 0.0% |
| 6M | -4.7% | +1.9% | -6.7% | -5.1% |
| YTD | +8.1% | +2.6% | +5.5% | +7.5% |
| 1Y | +8.5% | +4.0% | +4.5% | +7.7% |
| 3Y | +48.9% | +14.1% | +34.8% | +45.3% |
| 5Y | +39.9% | +20.4% | +19.5% | +35.1% |
| 10Y | +186.5% | +28.0% | +158.5% | +173.3% |
| All | +322.0% | +27.5% | +294.4% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling