+133.7%
AFL vs AEE
+38.7%
+95.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -1.6% | -0.8% | -0.9% | -1.3% |
| 30D | -4.0% | -2.9% | -1.1% | -2.8% |
| 3M | -0.5% | -2.4% | +1.9% | +0.4% |
| 6M | +6.5% | -2.7% | +9.2% | +7.4% |
| YTD | +6.2% | +7.3% | -1.1% | +2.3% |
| 1Y | +8.3% | +7.5% | +0.7% | +4.1% |
| 3Y | +62.5% | +46.2% | +16.3% | +37.7% |
| All | +133.7% | +38.7% | +95.1% | +98.5% |
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