+1,186.0%
ALB vs AEE
+882.7%
+303.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +5.3% | +3.0% | +2.3% | +3.6% |
| 30D | -6.3% | +11.2% | -17.5% | -11.9% |
| 3M | -27.4% | +7.0% | -34.4% | -30.3% |
| 6M | -53.1% | +5.7% | -58.8% | -55.0% |
| YTD | -32.3% | +16.2% | -48.6% | -38.7% |
| 1Y | -7.3% | +12.0% | -19.3% | -14.4% |
| 3Y | -14.9% | +63.4% | -78.3% | -37.9% |
| 5Y | -62.0% | +56.0% | -118.1% | -72.0% |
| 10Y | +33.0% | +217.4% | -184.3% | -39.1% |
| All | +1,186.0% | +882.7% | +303.3% | +191.3% |
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