-9.0%
C vs AEE
+885.6%
-894.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +1.8% |
| 7D | -0.9% | +2.3% | -3.3% | -2.4% |
| 30D | -5.4% | +11.6% | -17.0% | -12.1% |
| 3M | -9.2% | +5.5% | -14.7% | -12.5% |
| 6M | -1.8% | +6.0% | -7.8% | -6.5% |
| YTD | +6.7% | +16.6% | -9.9% | -5.4% |
| 1Y | +23.5% | +12.1% | +11.5% | +12.4% |
| 3Y | +219.8% | +64.2% | +155.6% | +118.8% |
| 5Y | +112.4% | +59.1% | +53.3% | +44.1% |
| 10Y | +220.1% | +210.2% | +9.9% | +19.8% |
| All | -9.0% | +885.6% | -894.6% | -85.8% |
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 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