+136.0%
GOOG vs AEE
+38.7%
+97.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -2.0% | -2.9% | +1.0% | -1.6% |
| 3M | -5.9% | -2.4% | -3.5% | -5.9% |
| 6M | +8.9% | -2.7% | +11.6% | +8.9% |
| YTD | +7.1% | +7.3% | -0.2% | +5.5% |
| 1Y | +39.7% | +7.5% | +32.1% | +37.4% |
| 3Y | +145.8% | +46.2% | +99.6% | +125.2% |
| All | +136.0% | +38.7% | +97.4% | +120.1% |
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 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