+105.4%
AMT vs AEE
+186.8%
-81.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +0.7% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -7.2% | -0.9% | -6.3% | -6.8% |
| 6M | -4.2% | -2.4% | -1.8% | -3.0% |
| YTD | +1.9% | +8.6% | -6.8% | -4.0% |
| 1Y | -6.4% | +10.2% | -16.5% | -12.8% |
| 3Y | +7.7% | +47.8% | -40.1% | -18.8% |
| 5Y | -30.9% | +40.1% | -71.0% | -46.2% |
| 10Y | +105.4% | +195.0% | -89.6% | +3.3% |
| All | +105.4% | +186.8% | -81.4% | +3.3% |
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