+176.0%
ALLY vs AEE
+211.4%
-35.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.9% |
| 30D | +1.1% | +11.2% | -10.1% | -3.6% |
| 3M | -13.2% | +7.0% | -20.2% | -15.9% |
| 6M | -13.5% | +5.7% | -19.2% | -16.0% |
| YTD | -14.3% | +16.2% | -30.5% | -20.8% |
| 1Y | -1.1% | +12.0% | -13.2% | -7.1% |
| 3Y | +62.0% | +63.4% | -1.4% | +23.8% |
| 5Y | -9.6% | +56.0% | -65.7% | -29.9% |
| 10Y | +176.0% | +217.4% | -41.4% | +100.8% |
| All | +176.0% | +211.4% | -35.5% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling