+7,424.8%
AME vs AEE
+813.9%
+6,610.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -6.7% | -2.3% | -4.4% | -5.7% |
| 3M | +4.1% | +0.2% | +3.9% | +3.6% |
| 6M | +1.6% | -4.7% | +6.3% | +3.4% |
| YTD | +16.1% | +8.1% | +8.0% | +11.4% |
| 1Y | +27.3% | +8.5% | +18.8% | +21.6% |
| 3Y | +50.9% | +48.9% | +2.0% | +21.7% |
| 5Y | +81.4% | +39.9% | +41.5% | +49.3% |
| 10Y | +417.0% | +186.5% | +230.4% | +192.1% |
| All | +7,424.8% | +813.9% | +6,610.9% | +2,239.8% |
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