+294.7%
C vs AEE
+186.8%
+107.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +2.8% | -0.9% | +3.7% | +2.8% |
| 6M | +30.6% | -2.4% | +33.0% | +31.0% |
| YTD | +19.9% | +8.6% | +11.2% | +14.8% |
| 1Y | +44.6% | +10.2% | +34.4% | +37.5% |
| 3Y | +272.1% | +47.8% | +224.3% | +209.1% |
| 5Y | +132.0% | +40.1% | +91.9% | +94.6% |
| 10Y | +294.7% | +195.0% | +99.6% | +224.1% |
| All | +294.7% | +186.8% | +107.9% | +224.1% |
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