+131.9%
AS vs AEE
+77.9%
+54.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +9.6% | +9.7% | -0.2% | +8.9% |
| 3M | -8.2% | +5.8% | -14.0% | -8.6% |
| 6M | -9.9% | +4.5% | -14.4% | -10.2% |
| YTD | -16.8% | +15.8% | -32.6% | -17.2% |
| 1Y | +3.0% | +10.8% | -7.8% | +2.7% |
| All | +131.9% | +77.9% | +54.0% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling