+37.3%
IR vs AEE
+39.2%
-1.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.9% | +1.1% | -2.9% | -2.2% |
| 30D | -15.0% | 0.0% | -15.0% | -15.1% |
| 3M | -0.4% | -0.9% | +0.5% | -0.2% |
| 6M | -15.0% | -2.4% | -12.6% | -14.5% |
| YTD | -7.1% | +8.6% | -15.7% | -9.4% |
| 1Y | -7.5% | +10.2% | -17.7% | -10.3% |
| 3Y | +6.3% | +47.8% | -41.5% | -6.8% |
| 5Y | +37.3% | +40.1% | -2.8% | +22.8% |
| All | +37.3% | +39.2% | -1.8% | +22.8% |
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 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