-97.7%
AMC vs AEE
+375.5%
-473.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | +9.0% | +11.4% | -2.4% | +5.2% |
| 3M | +22.2% | +5.0% | +17.2% | +20.2% |
| 6M | +91.5% | +4.4% | +87.0% | +87.8% |
| YTD | +101.3% | +15.4% | +85.9% | +90.1% |
| 1Y | +20.8% | +13.8% | +7.0% | +14.5% |
| 3Y | -71.3% | +58.0% | -129.3% | -76.1% |
| 5Y | -99.2% | +52.9% | -152.2% | -99.4% |
| 10Y | -98.7% | +205.1% | -303.8% | -99.0% |
| All | -97.7% | +375.5% | -473.1% | -98.4% |
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