+1,016.8%
ALL vs AEE
+813.9%
+202.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -0.3% |
| 3M | +23.6% | +0.2% | +23.4% | +23.3% |
| 6M | +22.3% | -4.7% | +27.1% | +25.3% |
| YTD | +26.5% | +8.1% | +18.4% | +20.2% |
| 1Y | +27.0% | +8.5% | +18.5% | +20.2% |
| 3Y | +149.6% | +48.9% | +100.7% | +95.1% |
| 5Y | +118.1% | +39.9% | +78.2% | +74.1% |
| 10Y | +369.0% | +186.5% | +182.4% | +129.7% |
| All | +1,016.8% | +813.9% | +202.9% | +156.4% |
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 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