+0.3%
AG vs AEE
+56.4%
-56.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.0% |
| 7D | -10.0% | +1.7% | -11.7% | -10.7% |
| 30D | -10.5% | +9.7% | -20.2% | -14.6% |
| 3M | -27.3% | +5.9% | -33.2% | -29.4% |
| 6M | -43.0% | +6.7% | -49.7% | -45.3% |
| YTD | -17.9% | +17.4% | -35.3% | -25.6% |
| 1Y | +11.9% | +12.7% | -0.7% | +3.8% |
| 3Y | +201.8% | +68.2% | +133.6% | +110.9% |
| All | +0.3% | +56.4% | -56.1% | -21.2% |
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