-45.1%
ALB vs AEE
+39.2%
-84.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -8.6% | +1.1% | -9.6% | -9.0% |
| 30D | -4.0% | 0.0% | -4.0% | -4.1% |
| 3M | -17.4% | -0.9% | -16.5% | -17.7% |
| 6M | -25.4% | -2.4% | -23.0% | -25.2% |
| YTD | -10.5% | +8.6% | -19.2% | -14.7% |
| 1Y | +75.8% | +10.2% | +65.7% | +65.9% |
| 3Y | -28.5% | +47.8% | -76.3% | -43.1% |
| 5Y | -45.1% | +40.1% | -85.2% | -55.1% |
| All | -45.1% | +39.2% | -84.3% | -55.1% |
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