+66.4%
AEP vs AEE
+38.5%
+27.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | 0.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.5% |
| 30D | -0.1% | -2.0% | +1.9% | +1.6% |
| 3M | -3.2% | -2.8% | -0.4% | -1.0% |
| 6M | -5.3% | -3.6% | -1.7% | -2.5% |
| YTD | +9.5% | +7.3% | +2.2% | +3.5% |
| 1Y | +17.5% | +8.7% | +8.8% | +9.7% |
| 3Y | +77.0% | +46.0% | +31.0% | +27.4% |
| 5Y | +66.4% | +39.8% | +26.6% | +25.6% |
| All | +66.4% | +38.5% | +27.8% | +25.6% |
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 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