+27.8%
INTC vs AEE
+56.4%
-28.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | -39.2% | +9.7% | -48.9% | -40.5% |
| 3M | -42.9% | +5.9% | -48.9% | -43.7% |
| 6M | -50.4% | +6.7% | -57.1% | -51.5% |
| YTD | +61.7% | +17.4% | +44.3% | +53.0% |
| 1Y | +66.1% | +12.7% | +53.5% | +59.3% |
| 3Y | +58.1% | +68.2% | -10.1% | +30.3% |
| All | +27.8% | +56.4% | -28.6% | +9.6% |
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