+17.4%
ALLE vs AEE
+40.8%
-23.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.2% | +0.3% | -0.6% | -0.4% |
| 30D | -6.8% | -2.3% | -4.5% | -5.9% |
| 3M | +21.0% | +0.2% | +20.8% | +20.8% |
| 6M | +1.1% | -4.7% | +5.8% | +3.1% |
| YTD | -0.5% | +8.1% | -8.6% | -4.2% |
| 1Y | -7.3% | +8.5% | -15.8% | -10.9% |
| 3Y | +42.3% | +48.9% | -6.6% | +16.8% |
| All | +17.4% | +40.8% | -23.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling