+1,023.5%
ALL vs AEE
+882.7%
+140.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | -0.1% | +3.0% | -3.1% | -1.8% |
| 30D | +13.8% | +11.2% | +2.6% | +7.1% |
| 3M | -2.8% | +7.0% | -9.8% | -6.5% |
| 6M | +23.7% | +5.7% | +18.0% | +19.5% |
| YTD | +27.3% | +16.2% | +11.0% | +15.9% |
| 1Y | +30.5% | +12.0% | +18.5% | +21.4% |
| 3Y | +113.0% | +63.4% | +49.6% | +58.0% |
| 5Y | +157.6% | +56.0% | +101.5% | +93.3% |
| 10Y | +368.4% | +217.4% | +151.0% | +116.9% |
| All | +1,023.5% | +882.7% | +140.8% | +147.3% |
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