+672.3%
AU vs AEE
+191.1%
+481.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | +7.3% | -2.9% | +10.2% | +8.2% |
| 3M | +26.3% | -2.4% | +28.7% | +27.0% |
| 6M | +1.8% | -2.7% | +4.5% | +2.4% |
| YTD | +26.8% | +7.3% | +19.5% | +23.5% |
| 1Y | +66.7% | +7.5% | +59.1% | +62.3% |
| 3Y | +579.1% | +46.2% | +532.9% | +496.2% |
| 5Y | +689.3% | +39.7% | +649.6% | +603.6% |
| All | +672.3% | +191.1% | +481.1% | +378.1% |
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 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