+1,315.3%
AMAT vs AEE
+205.5%
+1,109.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.3% | +11.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | -26.9% | +11.6% | -38.5% | -29.5% |
| 3M | -31.2% | +5.5% | -36.7% | -32.5% |
| 6M | -14.7% | +6.0% | -20.7% | -17.0% |
| YTD | +44.7% | +16.6% | +28.1% | +35.8% |
| 1Y | +62.0% | +12.1% | +49.9% | +54.0% |
| 3Y | +165.0% | +64.2% | +100.7% | +111.3% |
| 5Y | +147.1% | +59.1% | +88.0% | +96.8% |
| 10Y | +1,315.3% | +210.2% | +1,105.1% | +853.1% |
| All | +1,315.3% | +205.5% | +1,109.7% | +853.1% |
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 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