+138.0%
B vs AEE
+52.8%
+85.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | +2.1% | +7.5% | +8.8% |
| 30D | +3.5% | +11.4% | -7.9% | -1.0% |
| 3M | -1.6% | +5.0% | -6.6% | -3.6% |
| 6M | -1.7% | +4.4% | -6.1% | -3.8% |
| YTD | -5.3% | +15.4% | -20.7% | -11.4% |
| 1Y | +27.2% | +13.8% | +13.4% | +19.7% |
| 3Y | +166.1% | +58.0% | +108.1% | +111.1% |
| All | +138.0% | +52.8% | +85.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling