+13.6%
ALLE vs AEE
+12.9%
+0.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.6% |
| 30D | +25.3% | +11.4% | +14.0% | +19.3% |
| 3M | +10.3% | +5.0% | +5.3% | +7.6% |
| 6M | +38.0% | +4.4% | +33.6% | +34.9% |
| YTD | +17.8% | +15.4% | +2.4% | +10.2% |
| 1Y | +13.6% | +13.8% | -0.2% | +6.9% |
| All | +13.6% | +12.9% | +0.7% | +6.9% |
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