+3,058.7%
AFL vs AEE
+818.5%
+2,240.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.8% |
| 30D | -5.4% | 0.0% | -5.4% | -5.5% |
| 3M | -0.3% | -0.9% | +0.7% | +0.1% |
| 6M | +5.2% | -2.4% | +7.6% | +6.3% |
| YTD | +5.7% | +8.6% | -3.0% | -0.7% |
| 1Y | +10.2% | +10.2% | +0.1% | +2.4% |
| 3Y | +63.4% | +47.8% | +15.6% | +23.0% |
| 5Y | +133.0% | +40.1% | +92.9% | +77.9% |
| 10Y | +299.5% | +195.0% | +104.5% | +67.8% |
| All | +3,058.7% | +818.5% | +2,240.2% | +457.5% |
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 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