+180.8%
ALLY vs AEE
+185.4%
-4.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.7% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | -3.3% | -1.2% | -2.1% | -2.8% |
| 3M | +0.5% | +1.0% | -0.6% | -0.3% |
| 6M | +12.6% | -2.3% | +14.9% | +13.1% |
| YTD | -4.7% | +9.1% | -13.8% | -9.2% |
| 1Y | +5.2% | +10.6% | -5.3% | -0.6% |
| 3Y | +66.5% | +48.5% | +18.0% | +33.9% |
| 5Y | +0.2% | +39.9% | -39.6% | -17.7% |
| 10Y | +180.8% | +185.7% | -4.9% | +114.3% |
| All | +180.8% | +185.4% | -4.6% | +114.3% |
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