+338.7%
AEM vs AEE
+46.3%
+292.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | +8.4% | -2.9% | +11.4% | +9.5% |
| 3M | +27.3% | -2.4% | +29.7% | +27.8% |
| 6M | -9.7% | -2.7% | -6.9% | -9.2% |
| YTD | +19.0% | +7.3% | +11.7% | +14.7% |
| 1Y | +31.5% | +7.5% | +23.9% | +26.6% |
| 3Y | +338.7% | +46.2% | +292.5% | +257.8% |
| All | +338.7% | +46.3% | +292.4% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling