+56.2%
AG vs AEE
+38.7%
+17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.7% | -0.8% | -5.9% | -6.4% |
| 30D | +2.2% | -2.9% | +5.1% | +3.6% |
| 3M | +15.7% | -2.4% | +18.1% | +16.5% |
| 6M | -23.8% | -2.7% | -21.1% | -23.6% |
| YTD | +17.6% | +7.3% | +10.4% | +11.8% |
| 1Y | +88.6% | +7.5% | +81.1% | +78.8% |
| 3Y | +253.4% | +46.2% | +207.2% | +168.9% |
| All | +56.2% | +38.7% | +17.5% | +22.4% |
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