+387.3%
ALK vs AEE
+813.9%
-426.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| 3M | -1.5% | +0.2% | -1.7% | -1.8% |
| 6M | -13.1% | -4.7% | -8.3% | -11.0% |
| YTD | -16.4% | +8.1% | -24.5% | -20.1% |
| 1Y | -33.1% | +8.5% | -41.6% | -36.2% |
| 3Y | +0.6% | +48.9% | -48.3% | -19.7% |
| 5Y | -26.4% | +39.9% | -66.3% | -40.4% |
| 10Y | -34.2% | +186.5% | -220.7% | -64.9% |
| All | +387.3% | +813.9% | -426.6% | +29.7% |
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 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