-8.8%
IR vs AEE
+9.0%
-17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -14.0% | -2.0% | -12.0% | -13.4% |
| 3M | +3.7% | -2.8% | +6.6% | +4.8% |
| 6M | -15.4% | -3.6% | -11.8% | -14.1% |
| YTD | -7.7% | +7.3% | -15.0% | -9.6% |
| 1Y | -8.8% | +8.7% | -17.5% | -10.8% |
| All | -8.8% | +9.0% | -17.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling