+72.4%
IBM vs AEE
+49.7%
+22.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -1.5% | -1.2% | -0.2% | -1.2% |
| 3M | -16.8% | +1.0% | -17.8% | -16.9% |
| 6M | -9.0% | -2.3% | -6.8% | -8.7% |
| YTD | -20.1% | +9.1% | -29.2% | -22.5% |
| 1Y | -7.0% | +10.6% | -17.6% | -10.3% |
| 3Y | +72.4% | +48.5% | +23.9% | +52.2% |
| All | +72.4% | +49.7% | +22.7% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling