-18.5%
AMRZ vs AEE
+22.8%
-41.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | +15.1% | +11.4% | +3.7% | +13.0% |
| 3M | -18.1% | +5.0% | -23.0% | -19.0% |
| 6M | -23.5% | +4.4% | -27.9% | -23.9% |
| YTD | -21.6% | +15.4% | -37.0% | -22.3% |
| 1Y | -14.7% | +13.8% | -28.5% | -15.5% |
| All | -18.5% | +22.8% | -41.2% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling