+151.1%
ALLE vs AEE
+185.4%
-34.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | -7.6% | -1.2% | -6.4% | -7.1% |
| 3M | +22.8% | +1.0% | +21.7% | +22.0% |
| 6M | +4.6% | -2.3% | +6.9% | +5.5% |
| YTD | -1.2% | +9.1% | -10.3% | -5.7% |
| 1Y | -9.1% | +10.6% | -19.7% | -13.9% |
| 3Y | +50.0% | +48.5% | +1.5% | +20.7% |
| 5Y | +15.2% | +39.9% | -24.6% | -5.1% |
| 10Y | +151.1% | +185.7% | -34.6% | +70.1% |
| All | +151.1% | +185.4% | -34.3% | +70.1% |
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