-35.7%
AUR vs AEE
+44.5%
-80.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -6.4% | -2.9% | -3.5% | -5.9% |
| 3M | +7.7% | -2.4% | +10.1% | +7.8% |
| 6M | +44.5% | -2.7% | +47.2% | +44.2% |
| YTD | +67.4% | +7.3% | +60.2% | +62.3% |
| 1Y | +15.4% | +7.5% | +7.9% | +11.8% |
| 3Y | +94.8% | +46.2% | +48.6% | +72.7% |
| 5Y | -35.1% | +39.7% | -74.8% | -41.0% |
| All | -35.7% | +44.5% | -80.2% | -41.5% |
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