+100.0%
IT vs AEE
+191.1%
-91.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +0.1% | -2.9% | +3.0% | +1.1% |
| 3M | +20.7% | -2.4% | +23.1% | +21.7% |
| 6M | +12.0% | -2.7% | +14.7% | +12.5% |
| YTD | -28.8% | +7.3% | -36.1% | -31.5% |
| 1Y | -25.5% | +7.5% | -33.1% | -28.5% |
| 3Y | -48.8% | +46.2% | -95.0% | -56.9% |
| 5Y | -42.7% | +39.7% | -82.5% | -51.4% |
| All | +100.0% | +191.1% | -91.2% | +44.2% |
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