-51.6%
IT vs AEE
+48.1%
-99.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | +7.8% | -0.9% | +8.7% | +8.2% |
| 6M | +2.0% | -2.4% | +4.4% | +2.4% |
| YTD | -32.7% | +8.6% | -41.4% | -34.5% |
| 1Y | -31.1% | +10.2% | -41.3% | -33.3% |
| All | -51.6% | +48.1% | -99.7% | -55.3% |
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