+28.5%
DD vs AEE
+12.0%
+16.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +5.0% | +1.7% | +3.3% | +4.7% |
| 30D | +19.7% | +9.7% | +9.9% | +18.1% |
| 3M | +7.2% | +5.9% | +1.3% | +6.2% |
| 6M | +1.0% | +6.7% | -5.7% | -0.3% |
| YTD | +29.1% | +17.4% | +11.7% | +25.6% |
| 1Y | +28.5% | +12.7% | +15.8% | +26.8% |
| All | +28.5% | +12.0% | +16.5% | +26.8% |
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