+11.7%
AMZN vs AEE
+8.8%
+2.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.8% |
| 30D | -3.9% | -2.9% | -1.0% | -4.4% |
| 3M | +6.3% | -2.4% | +8.7% | +5.9% |
| 6M | +20.8% | -2.7% | +23.5% | +20.7% |
| YTD | +11.2% | +7.3% | +4.0% | +17.1% |
| 1Y | +11.7% | +7.5% | +4.1% | +19.4% |
| All | +11.7% | +8.8% | +2.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling