+2.4%
ALLY vs AEE
+13.9%
-11.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.6% |
| 7D | +2.4% | +4.7% | -2.3% | +2.1% |
| 30D | +5.6% | +13.4% | -7.9% | +5.0% |
| 3M | -11.7% | +4.1% | -15.8% | -12.1% |
| 6M | -7.0% | +2.0% | -9.1% | -7.6% |
| YTD | -10.4% | +15.6% | -26.1% | -11.1% |
| 1Y | +2.4% | +14.1% | -11.7% | +2.1% |
| All | +2.4% | +13.9% | -11.5% | +2.1% |
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