+31.9%
DIS vs AEE
+222.5%
-190.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +9.2% | +9.7% | -0.6% | +5.9% |
| 3M | +13.5% | +5.9% | +7.6% | +11.4% |
| 6M | +14.3% | +6.7% | +7.6% | +11.6% |
| YTD | +5.4% | +17.4% | -12.0% | -0.6% |
| 1Y | +12.2% | +12.7% | -0.5% | +7.2% |
| 3Y | +37.2% | +68.2% | -31.0% | +13.1% |
| 5Y | -23.1% | +57.3% | -80.4% | -35.6% |
| All | +31.9% | +222.5% | -190.6% | +0.5% |
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