+144.3%
AR vs AEE
+43.4%
+100.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -1.8% | +1.3% | -3.2% | -2.4% |
| 30D | +12.6% | -1.2% | +13.8% | +13.1% |
| 3M | +10.0% | +1.0% | +9.0% | +9.4% |
| 6M | +0.6% | -2.3% | +2.9% | +1.0% |
| YTD | +13.4% | +9.1% | +4.3% | +7.9% |
| 1Y | +21.7% | +10.6% | +11.1% | +14.9% |
| 3Y | +45.8% | +48.5% | -2.7% | +17.5% |
| 5Y | +144.3% | +39.9% | +104.4% | +106.1% |
| All | +144.3% | +43.4% | +100.9% | +106.1% |
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