+369.3%
IDXX vs AEE
+187.7%
+181.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | -4.8% | -1.7% | -3.2% | -4.2% |
| 30D | -7.5% | -4.6% | -2.9% | -5.9% |
| 3M | -9.1% | -3.9% | -5.2% | -7.9% |
| 6M | -11.2% | -5.9% | -5.3% | -9.5% |
| YTD | -24.7% | +6.3% | -31.0% | -26.9% |
| 1Y | -20.5% | +6.1% | -26.6% | -23.0% |
| 3Y | +10.3% | +40.6% | -30.3% | -5.3% |
| 5Y | -23.0% | +40.2% | -63.2% | -34.1% |
| 10Y | +369.3% | +186.1% | +183.2% | +210.1% |
| All | +369.3% | +187.7% | +181.7% | +210.1% |
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 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