+120.6%
IBM vs AEE
+39.2%
+81.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | -12.9% | -0.9% | -12.0% | -12.7% |
| 6M | -3.9% | -2.4% | -1.5% | -3.5% |
| YTD | -17.3% | +8.6% | -26.0% | -20.2% |
| 1Y | -5.0% | +10.2% | -15.1% | -8.7% |
| 3Y | +78.2% | +47.8% | +30.4% | +54.0% |
| 5Y | +120.6% | +40.1% | +80.5% | +95.1% |
| All | +120.6% | +39.2% | +81.5% | +95.1% |
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 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