+67.3%
F vs AEE
+222.5%
-155.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.1% | +1.7% | -4.8% | -3.7% |
| 30D | 0.0% | +9.7% | -9.7% | -3.4% |
| 3M | -13.2% | +5.9% | -19.1% | -15.1% |
| 6M | -10.2% | +6.7% | -16.9% | -12.7% |
| YTD | -4.9% | +17.4% | -22.3% | -11.1% |
| 1Y | -6.1% | +12.7% | -18.7% | -10.8% |
| 3Y | +46.0% | +68.2% | -22.3% | +16.9% |
| 5Y | -15.7% | +57.3% | -73.0% | -30.7% |
| All | +67.3% | +222.5% | -155.2% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling