+13,164.2%
GOOG vs AEE
+468.4%
+12,695.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -9.3% | -0.9% | -8.4% | -9.4% |
| 6M | +7.4% | -2.4% | +9.8% | +7.7% |
| YTD | +4.9% | +8.6% | -3.8% | +0.6% |
| 1Y | +37.2% | +10.2% | +27.1% | +30.7% |
| 3Y | +141.6% | +47.8% | +93.8% | +99.4% |
| 5Y | +128.8% | +40.1% | +88.6% | +90.8% |
| 10Y | +772.7% | +195.0% | +577.7% | +388.8% |
| All | +13,164.2% | +468.4% | +12,695.8% | +4,152.5% |
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