+264.6%
AMD vs AEE
+56.4%
+208.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -8.8% |
| 7D | +18.9% | +1.7% | +17.2% | +18.8% |
| 30D | -6.4% | +9.7% | -16.2% | -6.9% |
| 3M | +10.6% | +5.9% | +4.6% | +10.3% |
| 6M | +19.9% | +6.7% | +13.2% | +19.1% |
| YTD | +149.4% | +17.4% | +132.0% | +143.6% |
| 1Y | +115.4% | +12.7% | +102.7% | +111.8% |
| 3Y | +357.3% | +68.2% | +289.1% | +311.8% |
| All | +264.6% | +56.4% | +208.2% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling