+4,845.7%
AMD vs AEE
+813.9%
+4,031.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | +0.3% | +2.2% | +2.4% |
| 30D | -0.9% | -2.3% | +1.3% | 0.0% |
| 3M | -8.7% | +0.2% | -8.9% | -9.6% |
| 6M | +136.3% | -4.7% | +141.1% | +138.6% |
| YTD | +123.0% | +8.1% | +114.9% | +112.8% |
| 1Y | +195.2% | +8.5% | +186.6% | +180.5% |
| 3Y | +336.3% | +48.9% | +287.4% | +250.4% |
| 5Y | +334.5% | +39.9% | +294.6% | +254.0% |
| 10Y | +6,259.1% | +186.5% | +6,072.6% | +3,398.0% |
| All | +4,845.7% | +813.9% | +4,031.8% | +1,766.5% |
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