-18.3%
AMRZ vs AEE
+16.1%
-34.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -4.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -9.8% | -1.2% | -8.6% | -9.7% |
| 3M | -17.2% | +1.0% | -18.2% | -16.9% |
| 6M | -26.9% | -2.3% | -24.7% | -26.6% |
| YTD | -21.5% | +9.1% | -30.6% | -21.2% |
| 1Y | -22.9% | +10.6% | -33.4% | -23.4% |
| All | -18.3% | +16.1% | -34.4% | -21.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling