+361.3%
ALL vs AEE
+194.9%
+166.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +17.2% | -0.9% | +18.2% | +17.6% |
| 6M | +23.2% | -2.4% | +25.7% | +24.3% |
| YTD | +23.6% | +8.6% | +15.0% | +18.2% |
| 1Y | +29.2% | +10.2% | +19.0% | +22.5% |
| 3Y | +153.8% | +47.8% | +106.0% | +109.0% |
| 5Y | +116.1% | +40.1% | +76.0% | +80.7% |
| All | +361.3% | +194.9% | +166.4% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling