+64.2%
AIG vs AEE
+191.1%
-127.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -1.1% | -2.9% | +1.9% | +0.2% |
| 3M | +0.7% | -2.4% | +3.1% | +1.6% |
| 6M | -2.2% | -2.7% | +0.5% | -1.3% |
| YTD | -10.8% | +7.3% | -18.1% | -14.2% |
| 1Y | -2.0% | +7.5% | -9.6% | -6.0% |
| 3Y | +34.8% | +46.2% | -11.4% | +10.8% |
| 5Y | +55.0% | +39.7% | +15.3% | +28.6% |
| All | +64.2% | +191.1% | -127.0% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling