+51.9%
DOW vs AEE
+13.9%
+38.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.3% |
| 7D | -4.2% | +4.7% | -8.9% | -4.3% |
| 30D | +14.7% | +13.4% | +1.3% | +14.4% |
| 3M | +9.1% | +4.1% | +5.0% | +9.0% |
| 6M | -17.7% | +2.0% | -19.7% | -16.8% |
| YTD | +44.6% | +15.6% | +29.0% | +38.5% |
| 1Y | +51.9% | +14.1% | +37.8% | +46.7% |
| All | +51.9% | +13.9% | +38.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling