-18.1%
AMRZ vs AEE
+23.7%
-41.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.2% | +3.0% | -2.8% | -0.4% |
| 30D | +16.2% | +11.2% | +4.9% | +14.1% |
| 3M | -8.9% | +7.0% | -15.9% | -10.2% |
| 6M | -20.1% | +5.7% | -25.8% | -20.8% |
| YTD | -21.3% | +16.2% | -37.5% | -22.1% |
| 1Y | -12.6% | +12.0% | -24.7% | -13.6% |
| All | -18.1% | +23.7% | -41.8% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling