+134.5%
IBM vs AEE
+191.3%
-56.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.0% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -1.8% | -2.0% | +0.1% | -1.1% |
| 3M | -13.5% | -2.8% | -10.6% | -12.5% |
| 6M | -5.1% | -3.6% | -1.5% | -4.2% |
| YTD | -19.4% | +7.3% | -26.7% | -22.4% |
| 1Y | -6.5% | +8.7% | -15.2% | -10.6% |
| 3Y | +73.8% | +46.0% | +27.8% | +45.0% |
| 5Y | +116.3% | +39.8% | +76.5% | +81.7% |
| All | +134.5% | +191.3% | -56.8% | +66.2% |
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