+4.2%
ALK vs AEE
+49.1%
-44.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -19.2% | -2.3% | -17.0% | -18.5% |
| 3M | -1.5% | +0.2% | -1.7% | -1.7% |
| 6M | -13.1% | -4.7% | -8.3% | -11.4% |
| YTD | -16.4% | +8.1% | -24.5% | -19.2% |
| 1Y | -33.1% | +8.5% | -41.6% | -35.4% |
| All | +4.2% | +49.1% | -44.9% | -14.0% |
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