+95.7%
AR vs AEE
+56.1%
+39.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +4.5% | +9.7% | -5.2% | +0.3% |
| 3M | +1.0% | +5.8% | -4.8% | -1.6% |
| 6M | +4.4% | +4.5% | 0.0% | +1.9% |
| YTD | +10.9% | +15.8% | -4.9% | +2.4% |
| 1Y | +8.6% | +10.8% | -2.2% | +2.5% |
| 3Y | +48.5% | +62.8% | -14.3% | +12.8% |
| 5Y | +95.7% | +56.1% | +39.7% | +56.7% |
| All | +95.7% | +56.1% | +39.7% | +56.7% |
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