+1,591.4%
AMAT vs AEE
+183.3%
+1,408.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -14.8% | -2.3% | -12.5% | -14.2% |
| 3M | -9.3% | +0.2% | -9.5% | -10.0% |
| 6M | +27.4% | -4.7% | +32.1% | +28.4% |
| YTD | +77.6% | +8.1% | +69.5% | +70.9% |
| 1Y | +188.9% | +8.5% | +180.4% | +176.8% |
| 3Y | +202.3% | +48.9% | +153.4% | +149.0% |
| 5Y | +248.9% | +39.9% | +209.0% | +191.9% |
| All | +1,591.4% | +183.3% | +1,408.1% | +1,019.0% |
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