+15.3%
D vs AEE
+10.4%
+4.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | -0.4% | +1.1% | -1.5% | -1.2% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | -0.7% | -0.9% | +0.2% | -1.0% |
| 6M | +5.6% | -2.4% | +8.0% | +6.5% |
| YTD | +14.6% | +8.6% | +5.9% | +5.3% |
| 1Y | +15.3% | +10.2% | +5.2% | +5.3% |
| All | +15.3% | +10.4% | +4.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling