+148.3%
IBM vs AEE
+56.1%
+92.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +10.1% | +9.7% | +0.4% | +7.1% |
| 3M | +4.8% | +5.8% | -1.0% | +3.0% |
| 6M | +12.6% | +4.5% | +8.2% | +11.0% |
| YTD | -13.9% | +15.8% | -29.7% | -18.5% |
| 1Y | -18.7% | +10.8% | -29.5% | -21.8% |
| 3Y | +81.9% | +62.8% | +19.1% | +51.8% |
| 5Y | +148.3% | +56.1% | +92.2% | +111.3% |
| All | +148.3% | +56.1% | +92.3% | +111.3% |
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