+50.4%
ALLE vs AEE
+52.8%
-2.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.5% |
| 30D | +25.3% | +11.4% | +14.0% | +19.5% |
| 3M | +10.3% | +5.0% | +5.3% | +7.9% |
| 6M | +38.0% | +4.4% | +33.6% | +35.2% |
| YTD | +17.8% | +15.4% | +2.4% | +10.2% |
| 1Y | +13.6% | +13.8% | -0.2% | +6.9% |
| 3Y | +89.2% | +58.0% | +31.2% | +51.5% |
| All | +50.4% | +52.8% | -2.5% | +17.4% |
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 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