+80.2%
ALB vs AEE
+191.3%
-111.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.4% |
| 7D | -7.6% | -0.7% | -6.9% | -7.3% |
| 30D | -5.6% | -2.0% | -3.6% | -4.8% |
| 3M | -16.8% | -2.8% | -14.0% | -16.3% |
| 6M | -26.3% | -3.6% | -22.7% | -25.6% |
| YTD | -13.2% | +7.3% | -20.5% | -17.0% |
| 1Y | +68.8% | +8.7% | +60.1% | +59.8% |
| 3Y | -30.7% | +46.0% | -76.7% | -44.3% |
| 5Y | -46.3% | +39.8% | -86.0% | -56.4% |
| All | +80.2% | +191.3% | -111.1% | +13.4% |
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