+2,660.6%
AVGO vs AEE
+222.5%
+2,438.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.1% |
| 7D | +18.2% | +1.7% | +16.5% | +17.6% |
| 30D | +0.2% | +9.7% | -9.5% | -2.4% |
| 3M | -16.8% | +5.9% | -22.7% | -18.2% |
| 6M | -16.5% | +6.7% | -23.2% | -18.5% |
| YTD | +0.8% | +17.4% | -16.5% | -4.8% |
| 1Y | +2.8% | +12.7% | -9.8% | -1.7% |
| 3Y | +278.5% | +68.2% | +210.3% | +206.7% |
| 5Y | +573.1% | +57.3% | +515.8% | +456.1% |
| All | +2,660.6% | +222.5% | +2,438.1% | +1,726.2% |
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