-80.6%
AMC vs AEE
+49.1%
-129.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -0.7% | -2.3% | +1.5% | -0.4% |
| 3M | +35.2% | +0.2% | +35.0% | +35.0% |
| 6M | +124.6% | -4.7% | +129.3% | +126.8% |
| YTD | +69.9% | +8.1% | +61.8% | +64.8% |
| 1Y | -2.6% | +8.5% | -11.1% | -5.8% |
| All | -80.6% | +49.1% | -129.7% | -84.7% |
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