+53.1%
AIG vs AEE
+38.7%
+14.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -1.1% | -2.9% | +1.9% | 0.0% |
| 3M | +0.7% | -2.4% | +3.1% | +1.4% |
| 6M | -2.2% | -2.7% | +0.5% | -1.5% |
| YTD | -10.8% | +7.3% | -18.1% | -13.6% |
| 1Y | -2.0% | +7.5% | -9.6% | -5.3% |
| 3Y | +34.8% | +46.2% | -11.4% | +16.2% |
| All | +53.1% | +38.7% | +14.5% | +34.6% |
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