+38.5%
D vs AEE
+186.8%
-148.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.3% |
| 7D | -0.4% | +1.1% | -1.5% | -1.3% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | -0.7% | -0.9% | +0.2% | -0.3% |
| 6M | +5.6% | -2.4% | +8.0% | +7.3% |
| YTD | +14.6% | +8.6% | +5.9% | +6.6% |
| 1Y | +15.3% | +10.2% | +5.2% | +6.0% |
| 3Y | +59.1% | +47.8% | +11.3% | +14.6% |
| 5Y | +3.9% | +40.1% | -36.2% | -22.1% |
| 10Y | +38.5% | +195.0% | -156.5% | -41.1% |
| All | +38.5% | +186.8% | -148.3% | -41.1% |
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