+153.2%
AMAT vs AEE
+56.1%
+97.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +19.3% | +0.6% | +18.7% | +19.3% |
| 30D | -17.9% | +8.8% | -26.8% | -18.1% |
| 3M | -30.4% | +5.1% | -35.5% | -30.4% |
| 6M | -11.4% | +5.2% | -16.6% | -11.7% |
| YTD | +48.8% | +16.1% | +32.7% | +46.7% |
| 1Y | +66.0% | +10.4% | +55.6% | +64.6% |
| 3Y | +158.8% | +63.1% | +95.7% | +139.6% |
| 5Y | +153.2% | +55.6% | +97.6% | +139.1% |
| All | +153.2% | +56.1% | +97.1% | +139.1% |
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 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