+153.8%
B vs AEE
+42.4%
+111.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +1.4% | -1.9% | +3.3% | +2.1% |
| 3M | +12.2% | +0.3% | +11.9% | +11.7% |
| 6M | -2.1% | -3.0% | +0.8% | -1.4% |
| YTD | +2.9% | +8.4% | -5.4% | -1.2% |
| 1Y | +55.3% | +9.8% | +45.5% | +47.9% |
| 3Y | +198.7% | +47.4% | +151.2% | +143.6% |
| 5Y | +153.8% | +38.9% | +114.9% | +108.8% |
| All | +153.8% | +42.4% | +111.4% | +108.8% |
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