+48.3%
D vs AEE
+211.4%
-163.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.4% | +3.0% | -0.6% | 0.0% |
| 30D | +10.9% | +11.2% | -0.3% | +1.7% |
| 3M | +2.8% | +7.0% | -4.2% | -2.7% |
| 6M | +12.7% | +5.7% | +7.0% | +7.4% |
| YTD | +20.3% | +16.2% | +4.1% | +5.9% |
| 1Y | +17.1% | +12.0% | +5.1% | +6.2% |
| 3Y | +75.1% | +63.4% | +11.8% | +16.2% |
| 5Y | +13.1% | +56.0% | -42.9% | -22.4% |
| 10Y | +48.3% | +217.4% | -169.1% | -40.8% |
| All | +48.3% | +211.4% | -163.2% | -40.8% |
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 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