+117.8%
AMDL vs AEE
+60.7%
+57.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +12.2% |
| 7D | +19.9% | +1.3% | +18.6% | +20.7% |
| 30D | +6.3% | -1.2% | +7.5% | +5.4% |
| 3M | -9.9% | +1.0% | -10.9% | -9.5% |
| 6M | +394.3% | -2.3% | +396.6% | +392.7% |
| YTD | +257.3% | +9.1% | +248.2% | +266.5% |
| 1Y | +508.5% | +10.6% | +498.0% | +529.6% |
| All | +117.8% | +60.7% | +57.0% | +218.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling