+134.9%
AS vs AEE
+77.2%
+57.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +6.9% | +2.1% | +4.8% | +6.8% |
| 30D | +16.0% | +11.4% | +4.6% | +15.2% |
| 3M | -12.8% | +5.0% | -17.8% | -13.2% |
| 6M | -15.4% | +4.4% | -19.8% | -15.7% |
| YTD | -15.7% | +15.4% | -31.1% | -16.2% |
| 1Y | +6.1% | +13.8% | -7.7% | +5.6% |
| All | +134.9% | +77.2% | +57.6% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling