+6.6%
AMD vs AEE
+4.8%
+1.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.1% |
| 7D | -11.0% | +2.1% | -13.1% | -9.6% |
| 30D | -30.5% | +11.4% | -41.9% | -25.0% |
| 3M | -8.2% | +5.0% | -13.2% | -4.9% |
| 6M | +6.6% | +4.4% | +2.1% | +12.8% |
| All | +6.6% | +4.8% | +1.8% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling