+1,043.9%
AZN vs AEE
+807.2%
+236.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | +0.6% | -2.0% | +2.5% | +1.2% |
| 3M | -10.8% | -2.8% | -8.0% | -9.9% |
| 6M | -18.1% | -3.6% | -14.6% | -17.2% |
| YTD | -12.3% | +7.3% | -19.6% | -14.7% |
| 1Y | -0.2% | +8.7% | -8.9% | -3.5% |
| 3Y | +23.4% | +46.0% | -22.7% | +5.9% |
| 5Y | +56.4% | +39.8% | +16.6% | +35.2% |
| 10Y | +225.7% | +191.4% | +34.2% | +104.0% |
| All | +1,043.9% | +807.2% | +236.6% | +330.5% |
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 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