+331.1%
AMD vs AEE
+49.1%
+282.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | +0.3% | +2.2% | +2.6% |
| 30D | -0.9% | -2.3% | +1.3% | -1.4% |
| 3M | -8.7% | +0.2% | -8.9% | -8.8% |
| 6M | +136.3% | -4.7% | +141.1% | +134.8% |
| YTD | +123.0% | +8.1% | +114.9% | +124.8% |
| 1Y | +195.2% | +8.5% | +186.6% | +198.2% |
| All | +331.1% | +49.1% | +282.0% | +371.0% |
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