+85.2%
AME vs AEE
+39.2%
+46.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | +1.1% | +0.3% | +1.0% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | +3.0% | -0.9% | +3.9% | +3.0% |
| 6M | +5.3% | -2.4% | +7.7% | +5.7% |
| YTD | +15.4% | +8.6% | +6.8% | +11.9% |
| 1Y | +26.8% | +10.2% | +16.7% | +22.2% |
| 3Y | +56.5% | +47.8% | +8.7% | +35.0% |
| 5Y | +85.2% | +40.1% | +45.1% | +60.0% |
| All | +85.2% | +39.2% | +46.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling