+228.1%
B vs AEE
+875.5%
-647.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | +2.1% | +7.5% | +9.0% |
| 30D | +3.5% | +11.4% | -7.9% | +0.1% |
| 3M | -1.6% | +5.0% | -6.6% | -3.1% |
| 6M | -1.7% | +4.4% | -6.1% | -3.3% |
| YTD | -5.3% | +15.4% | -20.7% | -9.8% |
| 1Y | +27.2% | +13.8% | +13.4% | +21.7% |
| 3Y | +166.1% | +58.0% | +108.1% | +128.3% |
| 5Y | +136.5% | +52.9% | +83.5% | +104.1% |
| 10Y | +172.2% | +205.1% | -32.9% | +83.3% |
| All | +228.1% | +875.5% | -647.4% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling