-31.9%
DIS vs AEE
+52.8%
-84.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +2.1% | +3.1% | +4.7% |
| 30D | +11.5% | +11.4% | +0.1% | +8.3% |
| 3M | +11.5% | +5.0% | +6.6% | +10.1% |
| 6M | +8.9% | +4.4% | +4.4% | +7.4% |
| YTD | +3.4% | +15.4% | -12.0% | -1.1% |
| 1Y | +7.2% | +13.8% | -6.6% | +2.9% |
| 3Y | +43.3% | +58.0% | -14.7% | +24.2% |
| All | -31.9% | +52.8% | -84.8% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling