+8.5%
IR vs AEE
+49.7%
-41.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -13.6% | -1.2% | -12.4% | -13.4% |
| 3M | +3.7% | +1.0% | +2.7% | +3.5% |
| 6M | -13.1% | -2.3% | -10.8% | -12.7% |
| YTD | -5.1% | +9.1% | -14.3% | -6.1% |
| 1Y | -6.5% | +10.6% | -17.0% | -7.5% |
| 3Y | +8.5% | +48.5% | -40.0% | +4.7% |
| All | +8.5% | +49.7% | -41.2% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling