-27.7%
AGI vs AEE
-2.2%
-25.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | +2.2% | +1.1% | +1.2% | +2.3% |
| 30D | +11.3% | 0.0% | +11.3% | +11.1% |
| 3M | +5.6% | -0.9% | +6.6% | +6.1% |
| 6M | -27.7% | -2.4% | -25.3% | -27.7% |
| All | -27.7% | -2.2% | -25.4% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling