+142.2%
AS vs AEE
+79.1%
+63.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.1% |
| 7D | +5.8% | +2.3% | +3.5% | +5.6% |
| 30D | +15.4% | +11.6% | +3.8% | +14.5% |
| 3M | -11.9% | +5.5% | -17.4% | -12.2% |
| 6M | -9.9% | +6.0% | -15.9% | -10.3% |
| YTD | -13.1% | +16.6% | -29.7% | -13.6% |
| 1Y | +9.9% | +12.1% | -2.2% | +9.4% |
| All | +142.2% | +79.1% | +63.2% | +157.4% |
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