+22.1%
ALNY vs AEE
+46.3%
-24.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -0.8% | -5.8% | -6.3% |
| 30D | +11.0% | -2.9% | +14.0% | +12.1% |
| 3M | -14.1% | -2.4% | -11.7% | -13.4% |
| 6M | -22.4% | -2.7% | -19.7% | -21.8% |
| YTD | -37.5% | +7.3% | -44.7% | -39.2% |
| 1Y | -46.9% | +7.5% | -54.5% | -48.5% |
| 3Y | +22.1% | +46.2% | -24.1% | +5.8% |
| All | +22.1% | +46.3% | -24.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling