+167.2%
ALLY vs AEE
+222.5%
-55.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | +5.2% | +9.7% | -4.5% | +0.9% |
| 3M | -13.3% | +5.9% | -19.2% | -15.6% |
| 6M | -6.7% | +6.7% | -13.4% | -9.7% |
| YTD | -12.8% | +17.4% | -30.2% | -19.7% |
| 1Y | +0.7% | +12.7% | -12.0% | -5.6% |
| 3Y | +65.2% | +68.2% | -3.0% | +24.5% |
| 5Y | -10.1% | +57.3% | -67.4% | -30.5% |
| All | +167.2% | +222.5% | -55.3% | +98.7% |
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