+299.9%
AEM vs AEE
+38.5%
+261.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -5.0% | -0.7% | -4.4% | -4.8% |
| 30D | +8.5% | -2.0% | +10.4% | +9.3% |
| 3M | +29.3% | -2.8% | +32.1% | +30.3% |
| 6M | -12.9% | -3.6% | -9.3% | -12.0% |
| YTD | +16.8% | +7.3% | +9.5% | +12.0% |
| 1Y | +29.8% | +8.7% | +21.1% | +23.7% |
| 3Y | +336.7% | +46.0% | +290.7% | +253.1% |
| 5Y | +299.9% | +39.8% | +260.2% | +232.5% |
| All | +299.9% | +38.5% | +261.4% | +232.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling