-25.6%
AR vs AEE
+388.9%
-414.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.4% | +0.6% | +5.8% | +6.2% |
| 30D | +3.1% | +8.8% | -5.7% | +0.6% |
| 3M | +3.3% | +5.1% | -1.8% | +1.7% |
| 6M | +6.6% | +5.2% | +1.4% | +4.7% |
| YTD | +12.3% | +16.1% | -3.7% | +7.0% |
| 1Y | +12.3% | +10.4% | +1.9% | +8.5% |
| 3Y | +50.4% | +63.1% | -12.7% | +29.0% |
| 5Y | +101.0% | +55.6% | +45.4% | +75.4% |
| 10Y | +57.5% | +217.1% | -159.6% | +23.7% |
| All | -25.6% | +388.9% | -414.4% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling