+210.5%
ALLE vs AEE
+216.2%
-5.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +27.4% | +9.7% | +17.6% | +21.7% |
| 3M | +13.8% | +5.8% | +8.0% | +10.7% |
| 6M | +45.5% | +4.5% | +41.0% | +42.2% |
| YTD | +21.4% | +15.8% | +5.6% | +12.5% |
| 1Y | +15.4% | +10.8% | +4.6% | +9.2% |
| 3Y | +91.7% | +62.8% | +28.9% | +47.3% |
| 5Y | +54.5% | +56.1% | -1.6% | +20.2% |
| 10Y | +210.5% | +216.4% | -5.9% | +107.4% |
| All | +210.5% | +216.2% | -5.7% | +107.4% |
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 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