+358.0%
ALL vs AEE
+191.3%
+166.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | -3.6% | -2.0% | -1.6% | -2.7% |
| 3M | +13.2% | -2.8% | +16.0% | +14.6% |
| 6M | +22.5% | -3.6% | +26.1% | +24.3% |
| YTD | +22.7% | +7.3% | +15.4% | +18.0% |
| 1Y | +28.3% | +8.7% | +19.6% | +22.5% |
| 3Y | +152.0% | +46.0% | +106.0% | +108.8% |
| 5Y | +115.4% | +39.8% | +75.7% | +80.4% |
| All | +358.0% | +191.3% | +166.7% | +220.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling