+4,550.3%
AMD vs AEE
+875.5%
+3,674.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +2.1% | -13.1% | -11.8% |
| 30D | -30.5% | +11.4% | -41.9% | -33.7% |
| 3M | -8.2% | +5.0% | -13.2% | -10.3% |
| 6M | +6.6% | +4.4% | +2.1% | +3.5% |
| YTD | +109.7% | +15.4% | +94.3% | +94.1% |
| 1Y | +88.9% | +13.8% | +75.1% | +75.8% |
| 3Y | +301.8% | +58.0% | +243.8% | +215.0% |
| 5Y | +229.4% | +52.9% | +176.4% | +157.8% |
| 10Y | +6,745.1% | +205.1% | +6,540.0% | +3,557.9% |
| All | +4,550.3% | +875.5% | +3,674.7% | +1,603.1% |
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