+15.5%
ALLE vs AEE
+12.7%
+2.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.2% |
| 7D | -0.6% | +2.3% | -3.0% | -1.8% |
| 30D | +26.6% | +11.6% | +15.0% | +20.4% |
| 3M | +13.2% | +5.5% | +7.7% | +10.0% |
| 6M | +42.9% | +6.0% | +36.9% | +38.7% |
| YTD | +21.0% | +16.6% | +4.4% | +12.8% |
| All | +15.5% | +12.7% | +2.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling