+970.2%
D vs AEE
+813.9%
+156.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.5% | +0.3% | +1.1% | +1.2% |
| 30D | -2.6% | -2.3% | -0.3% | -0.9% |
| 3M | 0.0% | +0.2% | -0.2% | -0.4% |
| 6M | +7.4% | -4.7% | +12.1% | +11.0% |
| YTD | +15.9% | +8.1% | +7.8% | +9.0% |
| 1Y | +18.1% | +8.5% | +9.6% | +10.8% |
| 3Y | +58.4% | +48.9% | +9.5% | +17.4% |
| 5Y | +5.2% | +39.9% | -34.7% | -18.4% |
| 10Y | +35.9% | +186.5% | -150.7% | -37.5% |
| All | +970.2% | +813.9% | +156.3% | +92.0% |
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 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