+827.8%
IBM vs AEE
+813.9%
+13.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.3% | -2.3% | +2.6% | +1.1% |
| 3M | -21.6% | +0.2% | -21.8% | -21.8% |
| 6M | -4.7% | -4.7% | +0.1% | -3.4% |
| YTD | -19.1% | +8.1% | -27.2% | -22.1% |
| 1Y | -2.5% | +8.5% | -11.1% | -6.4% |
| 3Y | +74.2% | +48.9% | +25.3% | +46.1% |
| 5Y | +113.1% | +39.9% | +73.2% | +81.4% |
| 10Y | +133.5% | +186.5% | -53.0% | +48.2% |
| All | +827.8% | +813.9% | +13.9% | +266.9% |
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