+7,574.9%
AME vs AEE
+892.1%
+6,682.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +5.9% | +1.7% | +4.2% | +5.1% |
| 30D | -1.9% | +9.7% | -11.7% | -6.2% |
| 3M | -5.4% | +5.9% | -11.3% | -8.0% |
| 6M | +4.9% | +6.7% | -1.8% | +1.2% |
| YTD | +18.5% | +17.4% | +1.1% | +9.1% |
| 1Y | +25.5% | +12.7% | +12.8% | +17.7% |
| 3Y | +63.0% | +68.2% | -5.2% | +24.3% |
| 5Y | +78.3% | +57.3% | +21.0% | +38.8% |
| 10Y | +447.1% | +220.6% | +226.5% | +193.8% |
| All | +7,574.9% | +892.1% | +6,682.8% | +2,193.3% |
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