+436.4%
IT vs AEE
+813.9%
-377.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -6.0% | +0.3% | -6.4% | -6.2% |
| 30D | 0.0% | -2.3% | +2.3% | +0.9% |
| 3M | +13.1% | +0.2% | +12.9% | +12.9% |
| 6M | +11.7% | -4.7% | +16.4% | +13.3% |
| YTD | -26.1% | +8.1% | -34.2% | -29.4% |
| 1Y | -21.3% | +8.5% | -29.8% | -25.0% |
| 3Y | -46.7% | +48.9% | -95.6% | -56.4% |
| 5Y | -40.5% | +39.9% | -80.4% | -50.4% |
| 10Y | +103.9% | +186.5% | -82.6% | +19.0% |
| All | +436.4% | +813.9% | -377.4% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling