+95.8%
F vs AEE
+875.5%
-779.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +2.6% | +11.4% | -8.7% | -2.5% |
| 3M | -8.8% | +5.0% | -13.8% | -11.0% |
| 6M | +4.6% | +4.4% | +0.2% | +2.0% |
| YTD | -1.9% | +15.4% | -17.3% | -9.1% |
| 1Y | -0.8% | +13.8% | -14.5% | -7.5% |
| 3Y | +43.5% | +58.0% | -14.5% | +12.4% |
| 5Y | -12.1% | +52.9% | -65.0% | -30.5% |
| 10Y | +83.6% | +205.1% | -121.5% | -3.8% |
| All | +95.8% | +875.5% | -779.7% | -46.4% |
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