-44.8%
COMP vs AEE
+54.0%
-98.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +1.4% | +0.3% | +1.0% | +1.2% |
| 30D | -13.3% | -2.3% | -11.1% | -12.4% |
| 3M | +41.1% | +0.2% | +40.9% | +40.0% |
| 6M | +17.2% | -4.7% | +21.9% | +18.8% |
| YTD | +5.2% | +8.1% | -2.9% | -1.0% |
| 1Y | +18.9% | +8.5% | +10.4% | +11.4% |
| 3Y | +215.9% | +48.9% | +167.0% | +138.0% |
| 5Y | -31.2% | +39.9% | -71.1% | -43.7% |
| All | -44.8% | +54.0% | -98.8% | -52.9% |
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 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