+44.3%
AR vs AEE
+186.8%
-142.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -1.2% | +1.1% | -2.2% | -1.5% |
| 30D | +5.5% | 0.0% | +5.5% | +5.5% |
| 3M | +12.9% | -0.9% | +13.8% | +13.1% |
| 6M | +0.1% | -2.4% | +2.5% | +0.4% |
| YTD | +13.5% | +8.6% | +4.9% | +9.7% |
| 1Y | +21.6% | +10.2% | +11.4% | +16.8% |
| 3Y | +46.0% | +47.8% | -1.9% | +26.0% |
| 5Y | +143.7% | +40.1% | +103.6% | +114.3% |
| 10Y | +44.3% | +195.0% | -150.7% | +6.3% |
| All | +44.3% | +186.8% | -142.5% | +6.3% |
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