+109.1%
AMGN vs AEE
+38.5%
+70.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -13.9% | -0.7% | -13.2% | -13.7% |
| 30D | -7.1% | -2.0% | -5.2% | -6.5% |
| 3M | +13.9% | -2.8% | +16.7% | +14.9% |
| 6M | +3.2% | -3.6% | +6.8% | +4.4% |
| YTD | +19.2% | +7.3% | +11.9% | +16.0% |
| 1Y | +41.1% | +8.7% | +32.4% | +36.5% |
| 3Y | +61.3% | +46.0% | +15.3% | +39.8% |
| 5Y | +109.1% | +39.8% | +69.3% | +77.3% |
| All | +109.1% | +38.5% | +70.5% | +77.3% |
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 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