+12.0%
ALK vs AEE
+65.0%
-53.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -1.2% | +1.7% | -2.9% | -2.0% |
| 30D | +7.7% | +9.7% | -2.0% | +3.4% |
| 3M | -19.0% | +5.9% | -24.9% | -21.1% |
| 6M | -0.2% | +6.7% | -6.9% | -3.2% |
| YTD | -23.5% | +17.4% | -40.9% | -29.1% |
| 1Y | -9.1% | +12.7% | -21.8% | -14.1% |
| 3Y | +12.0% | +68.2% | -56.2% | -21.7% |
| All | +12.0% | +65.0% | -53.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling