+109.2%
ALL vs AEE
+59.5%
+49.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -3.9% | +2.3% | -6.2% | -5.0% |
| 30D | +10.6% | +11.6% | -1.0% | +4.7% |
| 3M | -4.6% | +5.5% | -10.1% | -7.2% |
| 6M | +20.2% | +6.0% | +14.2% | +16.4% |
| YTD | +23.7% | +16.6% | +7.1% | +13.5% |
| 1Y | +27.9% | +12.1% | +15.8% | +19.8% |
| 3Y | +109.2% | +64.2% | +44.9% | +76.8% |
| All | +109.2% | +59.5% | +49.6% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling