-41.5%
DIS vs AEE
+42.4%
-83.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +0.1% | -1.9% | +2.1% | +0.7% |
| 3M | +7.1% | +0.3% | +6.8% | +6.9% |
| 6M | +4.3% | -3.0% | +7.2% | +4.8% |
| YTD | -6.9% | +8.4% | -15.3% | -9.4% |
| 1Y | -10.3% | +9.8% | -20.1% | -13.1% |
| 3Y | +32.8% | +47.4% | -14.6% | +17.5% |
| 5Y | -41.5% | +38.9% | -80.4% | -47.8% |
| All | -41.5% | +42.4% | -83.9% | -47.8% |
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 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