+208.6%
B vs AEE
+211.4%
-2.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.0% |
| 7D | +7.1% | +3.0% | +4.1% | +6.2% |
| 30D | -3.3% | +11.2% | -14.6% | -6.5% |
| 3M | -2.5% | +7.0% | -9.5% | -4.6% |
| 6M | -7.2% | +5.7% | -12.9% | -9.0% |
| YTD | -7.4% | +16.2% | -23.6% | -11.9% |
| 1Y | +16.4% | +12.0% | +4.4% | +12.0% |
| 3Y | +178.7% | +63.4% | +115.3% | +136.9% |
| 5Y | +121.7% | +56.0% | +65.6% | +91.0% |
| 10Y | +208.6% | +217.4% | -8.8% | +92.3% |
| All | +208.6% | +211.4% | -2.8% | +92.3% |
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