-45.6%
IT vs AEE
+38.5%
-84.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.9% |
| 7D | -12.7% | -0.7% | -12.0% | -12.6% |
| 30D | -8.9% | -2.0% | -6.9% | -8.4% |
| 3M | +10.1% | -2.8% | +13.0% | +11.1% |
| 6M | +7.3% | -3.6% | +10.8% | +8.0% |
| YTD | -32.4% | +7.3% | -39.7% | -34.7% |
| 1Y | -26.6% | +8.7% | -35.3% | -29.7% |
| 3Y | -51.8% | +46.0% | -97.8% | -58.7% |
| 5Y | -45.6% | +39.8% | -85.4% | -52.1% |
| All | -45.6% | +38.5% | -84.2% | -52.1% |
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