-23.0%
IDXX vs AEE
+38.7%
-61.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -5.7% | -0.8% | -5.0% | -5.5% |
| 30D | -11.5% | -2.9% | -8.6% | -10.6% |
| 3M | -9.5% | -2.4% | -7.1% | -8.9% |
| 6M | -16.0% | -2.7% | -13.2% | -15.5% |
| YTD | -25.4% | +7.3% | -32.7% | -28.0% |
| 1Y | -21.8% | +7.5% | -29.3% | -24.7% |
| 3Y | +7.0% | +46.2% | -39.2% | -9.9% |
| All | -23.0% | +38.7% | -61.6% | -34.1% |
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