-83.5%
AIG vs AEE
+818.5%
-901.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -1.4% | +1.1% | -2.5% | -2.2% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | +2.2% | -0.9% | +3.1% | +2.4% |
| 6M | -2.1% | -2.4% | +0.3% | -1.2% |
| YTD | -11.2% | +8.6% | -19.8% | -17.0% |
| 1Y | -2.1% | +10.2% | -12.3% | -9.6% |
| 3Y | +34.4% | +47.8% | -13.5% | -1.3% |
| 5Y | +53.7% | +40.1% | +13.6% | +14.3% |
| 10Y | +64.4% | +195.0% | -130.6% | -35.7% |
| All | -83.5% | +818.5% | -901.9% | -97.3% |
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