+4,912.0%
AEM vs AEE
+818.5%
+4,093.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.0% | +1.1% | +2.0% | +2.7% |
| 30D | +12.5% | 0.0% | +12.5% | +12.4% |
| 3M | +26.9% | -0.9% | +27.9% | +26.9% |
| 6M | -9.4% | -2.4% | -7.0% | -9.1% |
| YTD | +20.3% | +8.6% | +11.6% | +16.6% |
| 1Y | +33.8% | +10.2% | +23.6% | +29.1% |
| 3Y | +349.8% | +47.8% | +302.0% | +293.3% |
| 5Y | +301.0% | +40.1% | +260.9% | +255.7% |
| 10Y | +376.1% | +195.0% | +181.0% | +217.5% |
| All | +4,912.0% | +818.5% | +4,093.5% | +2,720.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling