+6.5%
D vs AEE
+43.4%
-36.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.2% |
| 7D | +0.8% | +1.3% | -0.6% | -0.3% |
| 30D | -0.7% | -1.2% | +0.5% | +0.3% |
| 3M | +2.1% | +1.0% | +1.1% | +0.8% |
| 6M | +6.8% | -2.3% | +9.1% | +8.5% |
| YTD | +16.5% | +9.1% | +7.4% | +7.5% |
| 1Y | +19.2% | +10.6% | +8.6% | +8.6% |
| 3Y | +61.9% | +48.5% | +13.4% | +14.2% |
| 5Y | +6.5% | +39.9% | -33.3% | -22.0% |
| All | +6.5% | +43.4% | -36.9% | -22.0% |
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