+214.8%
B vs AEE
+222.5%
-7.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -7.3% | +1.7% | -9.0% | -7.8% |
| 30D | -3.3% | +9.7% | -13.1% | -6.1% |
| 3M | -7.8% | +5.9% | -13.7% | -9.4% |
| 6M | -15.5% | +6.7% | -22.2% | -17.5% |
| YTD | -12.3% | +17.4% | -29.6% | -16.8% |
| 1Y | +5.4% | +12.7% | -7.3% | +1.2% |
| 3Y | +165.5% | +68.2% | +97.3% | +123.6% |
| 5Y | +107.0% | +57.3% | +49.7% | +77.8% |
| All | +214.8% | +222.5% | -7.7% | +96.7% |
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