+114.8%
ALL vs AEE
+43.4%
+71.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.8% |
| 7D | -1.7% | +1.3% | -3.0% | -2.3% |
| 30D | -4.7% | -1.2% | -3.4% | -4.1% |
| 3M | +18.4% | +1.0% | +17.3% | +17.6% |
| 6M | +20.5% | -2.3% | +22.8% | +21.5% |
| YTD | +23.5% | +9.1% | +14.4% | +17.6% |
| 1Y | +29.0% | +10.6% | +18.4% | +21.8% |
| 3Y | +153.7% | +48.5% | +105.2% | +110.6% |
| 5Y | +114.8% | +39.9% | +74.9% | +81.4% |
| All | +114.8% | +43.4% | +71.4% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling