+0.2%
ALLY vs AEE
+42.4%
-42.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -3.3% | -1.9% | -1.4% | -2.7% |
| 3M | +0.5% | +0.3% | +0.1% | +0.1% |
| 6M | +12.6% | -3.0% | +15.6% | +13.3% |
| YTD | -4.7% | +8.4% | -13.0% | -8.3% |
| 1Y | +5.2% | +9.8% | -4.6% | +0.5% |
| 3Y | +66.5% | +47.4% | +19.0% | +36.4% |
| 5Y | +0.2% | +38.9% | -38.6% | -16.3% |
| All | +0.2% | +42.4% | -42.1% | -16.3% |
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 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