-24.2%
AR vs AEE
+355.3%
-379.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +14.8% | -2.3% | +17.1% | +15.5% |
| 3M | +6.2% | +0.2% | +6.0% | +6.0% |
| 6M | +4.3% | -4.7% | +9.0% | +5.4% |
| YTD | +14.4% | +8.1% | +6.3% | +11.2% |
| 1Y | +21.3% | +8.5% | +12.8% | +17.8% |
| 3Y | +39.8% | +48.9% | -9.1% | +23.1% |
| 5Y | +142.1% | +39.9% | +102.2% | +117.2% |
| 10Y | +52.0% | +186.5% | -134.5% | +22.3% |
| All | -24.2% | +355.3% | -379.5% | -36.6% |
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