+1,028.0%
ALL vs AEE
+879.2%
+148.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.6% | +0.2% | -2.7% | -2.7% |
| 30D | +12.7% | +9.7% | +3.0% | +6.9% |
| 3M | +0.4% | +5.8% | -5.4% | -2.9% |
| 6M | +23.8% | +4.5% | +19.3% | +20.4% |
| YTD | +27.8% | +15.8% | +12.0% | +16.6% |
| 1Y | +28.9% | +10.8% | +18.1% | +20.7% |
| 3Y | +113.9% | +62.8% | +51.1% | +59.0% |
| 5Y | +157.4% | +56.1% | +101.3% | +93.1% |
| 10Y | +369.0% | +216.4% | +152.5% | +117.5% |
| All | +1,028.0% | +879.2% | +148.8% | +148.8% |
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 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