+215.3%
ALLE vs AEE
+222.5%
-7.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +3.6% | +1.7% | +1.9% | +2.7% |
| 30D | +25.9% | +9.7% | +16.1% | +20.3% |
| 3M | +15.8% | +5.9% | +9.8% | +12.5% |
| 6M | +48.1% | +6.7% | +41.4% | +43.2% |
| YTD | +22.0% | +17.4% | +4.6% | +12.3% |
| 1Y | +18.0% | +12.7% | +5.4% | +10.8% |
| 3Y | +93.1% | +68.2% | +24.9% | +45.8% |
| 5Y | +52.1% | +57.3% | -5.2% | +17.8% |
| All | +215.3% | +222.5% | -7.2% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling