+123.4%
ALLY vs AEE
+332.9%
-209.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +3.7% | +0.3% | +3.3% | +3.5% |
| 30D | -2.3% | -2.3% | 0.0% | -1.4% |
| 3M | +3.8% | +0.2% | +3.6% | +3.5% |
| 6M | +9.7% | -4.7% | +14.5% | +11.3% |
| YTD | -1.4% | +8.1% | -9.5% | -5.2% |
| 1Y | +8.2% | +8.5% | -0.3% | +3.7% |
| 3Y | +66.5% | +48.9% | +17.6% | +37.2% |
| 5Y | +1.2% | +39.9% | -38.7% | -14.9% |
| 10Y | +191.4% | +186.5% | +4.9% | +114.0% |
| All | +123.4% | +332.9% | -209.4% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling