-20.2%
AMRZ vs AEE
+24.9%
-45.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | +13.0% | +9.7% | +3.2% | +11.0% |
| 3M | -12.1% | +5.9% | -18.0% | -13.3% |
| 6M | -19.1% | +6.7% | -25.8% | -20.0% |
| YTD | -23.3% | +17.4% | -40.6% | -24.2% |
| 1Y | -16.6% | +12.7% | -29.2% | -17.7% |
| All | -20.2% | +24.9% | -45.0% | -24.1% |
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