+122.5%
AMP vs AEE
+38.7%
+83.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | -1.3% | -2.9% | +1.6% | -0.4% |
| 3M | +24.2% | -2.4% | +26.6% | +24.8% |
| 6M | +24.6% | -2.7% | +27.3% | +25.0% |
| YTD | +14.8% | +7.3% | +7.6% | +10.9% |
| 1Y | +12.8% | +7.5% | +5.2% | +8.5% |
| 3Y | +69.0% | +46.2% | +22.8% | +43.4% |
| All | +122.5% | +38.7% | +83.8% | +91.4% |
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 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