+21.2%
DIS vs AEE
+185.4%
-164.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +0.1% | -1.2% | +1.4% | +0.5% |
| 3M | +7.1% | +1.0% | +6.1% | +6.6% |
| 6M | +4.3% | -2.3% | +6.5% | +4.7% |
| YTD | -6.9% | +9.1% | -16.1% | -10.0% |
| 1Y | -10.3% | +10.6% | -20.9% | -13.7% |
| 3Y | +32.8% | +48.5% | -15.7% | +14.3% |
| 5Y | -41.5% | +39.9% | -81.3% | -48.9% |
| 10Y | +21.2% | +185.7% | -164.5% | -6.6% |
| All | +21.2% | +185.4% | -164.2% | -6.6% |
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