+351.4%
ALK vs AEE
+875.5%
-524.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.0% | +2.1% | +7.0% | +8.0% |
| 30D | -1.6% | +11.4% | -13.0% | -6.9% |
| 3M | -23.2% | +5.0% | -28.1% | -25.0% |
| 6M | -3.9% | +4.4% | -8.3% | -6.1% |
| YTD | -22.6% | +15.4% | -38.0% | -28.4% |
| 1Y | -5.3% | +13.8% | -19.1% | -11.8% |
| 3Y | +18.6% | +58.0% | -39.4% | -7.9% |
| 5Y | -34.4% | +52.9% | -87.3% | -49.1% |
| 10Y | -40.8% | +205.1% | -245.9% | -69.4% |
| All | +351.4% | +875.5% | -524.2% | +16.3% |
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