+336.0%
IR vs AEE
+176.4%
+159.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +1.9% |
| 30D | +9.2% | +9.7% | -0.6% | +5.7% |
| 3M | +0.9% | +5.9% | -5.0% | -1.1% |
| 6M | +19.2% | +6.7% | +12.5% | +16.4% |
| YTD | +7.5% | +17.4% | -9.9% | +1.6% |
| 1Y | +11.7% | +12.7% | -0.9% | +7.1% |
| 3Y | +23.9% | +68.2% | -44.3% | +2.2% |
| 5Y | +46.4% | +57.3% | -10.9% | +23.1% |
| All | +336.0% | +176.4% | +159.6% | +214.2% |
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