+5.8%
AMCR vs AEE
+46.3%
-40.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | -7.8% | -2.9% | -4.9% | -6.7% |
| 3M | +7.5% | -2.4% | +9.9% | +8.4% |
| 6M | +2.7% | -2.7% | +5.4% | +3.6% |
| YTD | +6.0% | +7.3% | -1.2% | +2.8% |
| 1Y | +7.8% | +7.5% | +0.2% | +4.1% |
| 3Y | +5.8% | +46.2% | -40.4% | -11.8% |
| All | +5.8% | +46.3% | -40.5% | -11.8% |
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 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