+1,227.8%
BE vs AEE
+39.2%
+1,188.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | +23.9% | +1.1% | +22.9% | +23.5% |
| 30D | +27.8% | 0.0% | +27.8% | +27.9% |
| 3M | +3.7% | -0.9% | +4.6% | +2.0% |
| 6M | +78.0% | -2.4% | +80.4% | +76.3% |
| YTD | +209.9% | +8.6% | +201.3% | +187.1% |
| 1Y | +389.6% | +10.2% | +379.4% | +346.7% |
| 3Y | +1,730.6% | +47.8% | +1,682.8% | +1,274.2% |
| 5Y | +1,227.8% | +40.1% | +1,187.7% | +970.9% |
| All | +1,227.8% | +39.2% | +1,188.7% | +970.9% |
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