+1,015.1%
D vs AEE
+875.5%
+139.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | +2.1% | +0.9% | +1.4% |
| 30D | +11.5% | +11.4% | +0.1% | +3.0% |
| 3M | +3.7% | +5.0% | -1.2% | +0.1% |
| 6M | +13.5% | +4.4% | +9.1% | +9.7% |
| YTD | +20.7% | +15.4% | +5.3% | +8.3% |
| 1Y | +18.2% | +13.8% | +4.5% | +7.1% |
| 3Y | +73.3% | +58.0% | +15.3% | +22.9% |
| 5Y | +12.3% | +52.9% | -40.7% | -18.5% |
| 10Y | +43.4% | +205.1% | -161.7% | -37.0% |
| All | +1,015.1% | +875.5% | +139.5% | +90.7% |
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