+40.2%
AMC vs AEE
+13.9%
+26.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.9% | +7.7% |
| 7D | +17.7% | +4.7% | +13.0% | +18.7% |
| 30D | +26.2% | +13.4% | +12.7% | +29.4% |
| 3M | +31.3% | +4.1% | +27.3% | +31.8% |
| 6M | +142.8% | +2.0% | +140.7% | +150.6% |
| YTD | +125.6% | +15.6% | +110.0% | +128.7% |
| 1Y | +40.2% | +14.1% | +26.1% | +44.8% |
| All | +40.2% | +13.9% | +26.3% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling