+151.8%
HYG vs AEE
+345.0%
-193.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -0.6% | -2.0% | +1.4% | -0.2% |
| 3M | +0.4% | -2.8% | +3.2% | +0.9% |
| 6M | +1.2% | -3.6% | +4.8% | +1.8% |
| YTD | +1.5% | +7.3% | -5.8% | -0.4% |
| 1Y | +3.2% | +8.7% | -5.5% | +0.9% |
| 3Y | +25.9% | +46.0% | -20.1% | +14.4% |
| 5Y | +18.6% | +39.8% | -21.2% | +8.0% |
| 10Y | +55.8% | +191.4% | -135.6% | +15.6% |
| All | +151.8% | +345.0% | -193.2% | +45.1% |
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 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