+784.0%
AU vs AEE
+923.0%
-139.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +0.6% | +1.1% | -0.4% | +0.2% |
| 30D | +12.3% | 0.0% | +12.3% | +12.2% |
| 3M | +29.4% | -0.9% | +30.3% | +29.3% |
| 6M | +3.2% | -2.4% | +5.6% | +3.8% |
| YTD | +31.8% | +8.6% | +23.2% | +26.9% |
| 1Y | +83.4% | +10.2% | +73.3% | +75.7% |
| 3Y | +623.1% | +47.8% | +575.3% | +511.9% |
| 5Y | +700.5% | +40.1% | +660.4% | +589.3% |
| 10Y | +717.6% | +195.0% | +522.6% | +386.9% |
| All | +784.0% | +923.0% | -139.0% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling