+439.9%
AG vs AEE
+339.7%
+100.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +4.5% | +1.3% | +3.2% | +3.8% |
| 30D | +12.9% | -1.2% | +14.1% | +13.4% |
| 3M | +20.9% | +1.0% | +19.9% | +19.8% |
| 6M | -19.5% | -2.3% | -17.3% | -19.4% |
| YTD | +24.8% | +9.1% | +15.7% | +18.8% |
| 1Y | +120.2% | +10.6% | +109.7% | +108.4% |
| 3Y | +279.0% | +48.5% | +230.5% | +207.7% |
| 5Y | +67.9% | +39.9% | +28.1% | +40.5% |
| 10Y | +57.5% | +185.7% | -128.2% | -15.8% |
| All | +439.9% | +339.7% | +100.3% | +92.8% |
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