-33.9%
ALK vs AEE
+52.8%
-86.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.0% | +2.1% | +7.0% | +8.2% |
| 30D | -1.6% | +11.4% | -13.0% | -5.8% |
| 3M | -23.2% | +5.0% | -28.1% | -24.6% |
| 6M | -3.9% | +4.4% | -8.3% | -5.6% |
| YTD | -22.6% | +15.4% | -38.0% | -27.1% |
| 1Y | -5.3% | +13.8% | -19.1% | -10.3% |
| 3Y | +18.6% | +58.0% | -39.4% | -2.7% |
| All | -33.9% | +52.8% | -86.7% | -46.7% |
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 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