+386.3%
DIS vs AEE
+885.6%
-499.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +5.3% | +2.3% | +3.0% | +4.3% |
| 30D | +10.2% | +11.6% | -1.3% | +5.1% |
| 3M | +13.5% | +5.5% | +8.0% | +10.8% |
| 6M | +11.1% | +6.0% | +5.1% | +7.9% |
| YTD | +5.5% | +16.6% | -11.1% | -2.1% |
| 1Y | +9.1% | +12.1% | -2.9% | +3.0% |
| 3Y | +36.0% | +64.2% | -28.2% | +6.3% |
| 5Y | -29.8% | +59.1% | -89.0% | -45.1% |
| 10Y | +36.6% | +210.2% | -173.6% | -26.5% |
| All | +386.3% | +885.6% | -499.3% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling