+5,847.7%
AMAT vs AEE
+875.5%
+4,972.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +2.1% | -16.8% | -15.4% |
| 30D | -36.1% | +11.4% | -47.5% | -38.9% |
| 3M | -36.9% | +5.0% | -41.8% | -38.2% |
| 6M | -22.2% | +4.4% | -26.6% | -24.3% |
| YTD | +29.9% | +15.4% | +14.5% | +21.1% |
| 1Y | +43.3% | +13.8% | +29.5% | +34.0% |
| 3Y | +142.7% | +58.0% | +84.7% | +93.0% |
| 5Y | +126.2% | +52.9% | +73.3% | +80.1% |
| 10Y | +1,211.7% | +205.1% | +1,006.6% | +660.6% |
| All | +5,847.7% | +875.5% | +4,972.1% | +2,312.4% |
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