+33.4%
AG vs AEE
+13.9%
+19.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.5% | +6.7% | +8.9% |
| 7D | -2.6% | +4.7% | -7.3% | -2.9% |
| 30D | -12.1% | +13.4% | -25.5% | -13.2% |
| 3M | -6.6% | +4.1% | -10.7% | -7.1% |
| 6M | -20.5% | +2.0% | -22.5% | -19.7% |
| YTD | -7.4% | +15.6% | -23.1% | -10.4% |
| 1Y | +33.4% | +14.1% | +19.3% | +31.6% |
| All | +33.4% | +13.9% | +19.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling