+91.2%
ALLE vs AEE
+63.2%
+28.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.6% | +0.6% | +0.9% | +1.3% |
| 30D | +24.1% | +8.8% | +15.3% | +20.5% |
| 3M | +14.8% | +5.1% | +9.8% | +12.8% |
| 6M | +45.9% | +5.2% | +40.7% | +43.2% |
| YTD | +20.7% | +16.1% | +4.7% | +14.9% |
| 1Y | +14.2% | +10.4% | +3.7% | +10.2% |
| All | +91.2% | +63.2% | +28.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling