-35.9%
DOW vs AEE
+39.2%
-75.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -6.0% | +1.1% | -7.1% | -6.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | -10.5% | -0.9% | -9.6% | -10.3% |
| 6M | -12.4% | -2.4% | -10.0% | -12.2% |
| YTD | +30.0% | +8.6% | +21.4% | +26.1% |
| 1Y | +27.8% | +10.2% | +17.6% | +23.3% |
| 3Y | -34.9% | +47.8% | -82.8% | -43.6% |
| 5Y | -35.9% | +40.1% | -76.0% | -45.3% |
| All | -35.9% | +39.2% | -75.0% | -45.3% |
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