-39.0%
ALK vs AEE
+185.4%
-224.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | -18.5% | -1.2% | -17.2% | -18.0% |
| 3M | -3.6% | +1.0% | -4.6% | -4.1% |
| 6M | -3.7% | -2.3% | -1.4% | -2.9% |
| YTD | -19.0% | +9.1% | -28.1% | -22.5% |
| 1Y | -36.0% | +10.6% | -46.6% | -39.2% |
| 3Y | +2.3% | +48.5% | -46.2% | -16.0% |
| 5Y | -27.8% | +39.9% | -67.6% | -39.8% |
| 10Y | -39.0% | +185.7% | -224.7% | -58.1% |
| All | -39.0% | +185.4% | -224.4% | -58.1% |
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 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