+58.0%
AME vs AEE
+48.8%
+9.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | -6.3% | -1.2% | -5.0% | -6.1% |
| 3M | +5.4% | +1.0% | +4.4% | +5.0% |
| 6M | +7.4% | -2.3% | +9.7% | +7.6% |
| YTD | +16.2% | +9.1% | +7.0% | +14.5% |
| 1Y | +26.8% | +10.6% | +16.3% | +24.7% |
| All | +58.0% | +48.8% | +9.2% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling