+211.9%
B vs AEE
+186.8%
+25.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +1.0% | +1.1% | 0.0% | +0.7% |
| 30D | +9.5% | 0.0% | +9.5% | +9.4% |
| 3M | +14.3% | -0.9% | +15.2% | +14.4% |
| 6M | -1.9% | -2.4% | +0.5% | -1.4% |
| YTD | +4.1% | +8.6% | -4.6% | +1.0% |
| 1Y | +56.1% | +10.2% | +46.0% | +50.6% |
| 3Y | +202.0% | +47.8% | +154.2% | +163.2% |
| 5Y | +158.8% | +40.1% | +118.7% | +128.8% |
| 10Y | +211.9% | +195.0% | +16.9% | +85.6% |
| All | +211.9% | +186.8% | +25.1% | +85.6% |
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