-21.9%
AS vs AEE
+8.8%
-30.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -4.9% | +0.3% | -5.2% | -4.9% |
| 30D | -19.6% | -2.3% | -17.3% | -19.5% |
| 3M | -14.4% | +0.2% | -14.6% | -14.5% |
| 6M | -20.1% | -4.7% | -15.4% | -20.4% |
| YTD | -20.9% | +8.1% | -29.0% | -18.7% |
| 1Y | -21.9% | +8.5% | -30.4% | -19.1% |
| All | -21.9% | +8.8% | -30.7% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling