+66.9%
DD vs AEE
+191.1%
-124.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -3.2% |
| 30D | -11.7% | -2.9% | -8.7% | -10.7% |
| 3M | -9.2% | -2.4% | -6.8% | -8.6% |
| 6M | -7.2% | -2.7% | -4.5% | -6.6% |
| YTD | +6.6% | +7.3% | -0.7% | +3.2% |
| 1Y | +32.0% | +7.5% | +24.5% | +27.4% |
| 3Y | +42.1% | +46.2% | -4.1% | +20.3% |
| 5Y | +58.1% | +39.7% | +18.4% | +35.3% |
| All | +66.9% | +191.1% | -124.3% | +29.3% |
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 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