-27.3%
AKAM vs AEE
+833.3%
-860.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -4.5% | -1.2% | -3.2% | -4.1% |
| 3M | -25.6% | +1.0% | -26.6% | -26.2% |
| 6M | +5.7% | -2.3% | +8.0% | +5.9% |
| YTD | +21.0% | +9.1% | +11.9% | +16.1% |
| 1Y | +33.9% | +10.6% | +23.3% | +27.8% |
| 3Y | +0.9% | +48.5% | -47.6% | -15.9% |
| 5Y | -6.9% | +39.9% | -46.7% | -21.2% |
| 10Y | +97.4% | +185.7% | -88.3% | +17.7% |
| All | -27.3% | +833.3% | -860.5% | -52.4% |
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 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