+3,847.4%
ANET vs AEE
+191.1%
+3,656.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -5.2% | -2.9% | -2.3% | -4.4% |
| 3M | +27.6% | -2.4% | +30.0% | +28.0% |
| 6M | +44.4% | -2.7% | +47.1% | +44.7% |
| YTD | +52.3% | +7.3% | +45.1% | +48.0% |
| 1Y | +30.4% | +7.5% | +22.9% | +26.4% |
| 3Y | +313.3% | +46.2% | +267.0% | +253.8% |
| 5Y | +810.0% | +39.7% | +770.3% | +684.1% |
| All | +3,847.4% | +191.1% | +3,656.2% | +2,724.2% |
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 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