-58.9%
AMC vs AEE
+65.0%
-123.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | +12.5% | +9.7% | +2.7% | +10.5% |
| 3M | +23.6% | +5.9% | +17.7% | +22.1% |
| 6M | +144.4% | +6.7% | +137.7% | +141.0% |
| YTD | +108.3% | +17.4% | +91.0% | +98.2% |
| 1Y | +38.9% | +12.7% | +26.2% | +34.2% |
| 3Y | -58.9% | +68.2% | -127.1% | -69.1% |
| All | -58.9% | +65.0% | -123.8% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling