-8.7%
COMP vs AEE
+56.4%
-65.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.9% |
| 30D | +16.6% | +9.7% | +6.8% | +11.0% |
| 3M | -23.5% | +5.9% | -29.4% | -25.8% |
| 6M | +25.7% | +6.7% | +19.0% | +20.4% |
| YTD | -3.4% | +17.4% | -20.8% | -13.8% |
| 1Y | +7.6% | +12.7% | -5.1% | -1.5% |
| 3Y | +423.6% | +68.2% | +355.4% | +247.0% |
| All | -8.7% | +56.4% | -65.1% | -31.4% |
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