-50.2%
COMP vs AEE
+65.4%
-115.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | +8.9% | +0.6% | +8.3% | +8.6% |
| 30D | +14.0% | +8.8% | +5.1% | +9.6% |
| 3M | -21.1% | +5.1% | -26.2% | -22.9% |
| 6M | +20.1% | +5.2% | +14.9% | +16.5% |
| YTD | -5.0% | +16.1% | -21.1% | -13.4% |
| 1Y | +5.7% | +10.4% | -4.7% | -1.0% |
| 3Y | +412.2% | +63.1% | +349.1% | +269.4% |
| 5Y | -12.1% | +55.6% | -67.7% | -30.5% |
| All | -50.2% | +65.4% | -115.5% | -58.9% |
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 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