+21.8%
DOW vs AEE
+8.8%
+13.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -3.9% | -2.9% | -1.0% | -4.0% |
| 3M | -12.7% | -2.4% | -10.3% | -12.1% |
| 6M | -13.7% | -2.7% | -11.0% | -13.4% |
| YTD | +28.4% | +7.3% | +21.1% | +26.6% |
| 1Y | +21.8% | +7.5% | +14.2% | +18.8% |
| All | +21.8% | +8.8% | +13.0% | +18.8% |
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 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