-10.8%
DOW vs AEE
+81.0%
-91.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +0.4% | -2.3% | +2.7% | +1.4% |
| 3M | -14.4% | +0.2% | -14.6% | -14.8% |
| 6M | -7.0% | -4.7% | -2.2% | -5.5% |
| YTD | +30.2% | +8.1% | +22.1% | +23.9% |
| 1Y | +29.2% | +8.5% | +20.7% | +22.4% |
| 3Y | -36.7% | +48.9% | -85.6% | -50.7% |
| 5Y | -37.7% | +39.9% | -77.6% | -50.7% |
| All | -10.8% | +81.0% | -91.8% | -31.1% |
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