+5,453.2%
AGI vs AEE
+593.5%
+4,859.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +2.2% | +1.1% | +1.2% | +1.9% |
| 30D | +11.3% | 0.0% | +11.3% | +11.2% |
| 3M | +5.6% | -0.9% | +6.6% | +5.7% |
| 6M | -27.7% | -2.4% | -25.3% | -27.4% |
| YTD | -4.1% | +8.6% | -12.7% | -7.3% |
| 1Y | +13.8% | +10.2% | +3.6% | +9.4% |
| 3Y | +217.0% | +47.8% | +169.2% | +173.7% |
| 5Y | +404.3% | +40.1% | +364.2% | +341.7% |
| 10Y | +400.5% | +195.0% | +205.5% | +225.5% |
| All | +5,453.2% | +593.5% | +4,859.7% | +2,245.5% |
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