+74.3%
F vs AEE
+211.4%
-137.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.0% | +3.0% | -2.0% | -0.1% |
| 30D | +2.1% | +11.2% | -9.1% | -1.9% |
| 3M | -10.3% | +7.0% | -17.3% | -12.6% |
| 6M | +3.3% | +5.7% | -2.4% | +0.7% |
| YTD | -2.0% | +16.2% | -18.2% | -8.0% |
| 1Y | -2.3% | +12.0% | -14.3% | -7.0% |
| 3Y | +49.9% | +63.4% | -13.5% | +21.5% |
| 5Y | -12.5% | +56.0% | -68.5% | -27.8% |
| 10Y | +74.3% | +217.4% | -143.1% | +38.7% |
| All | +74.3% | +211.4% | -137.2% | +38.7% |
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 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