+430.6%
KLAC vs AEE
+38.5%
+392.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | +2.5% | -0.7% | +3.1% | +2.5% |
| 30D | -11.5% | -2.0% | -9.5% | -11.4% |
| 3M | -16.9% | -2.8% | -14.1% | -17.1% |
| 6M | +22.2% | -3.6% | +25.8% | +22.0% |
| YTD | +46.4% | +7.3% | +39.0% | +44.3% |
| 1Y | +91.0% | +8.7% | +82.3% | +87.9% |
| 3Y | +264.6% | +46.0% | +218.5% | +244.8% |
| 5Y | +430.6% | +39.8% | +390.8% | +410.8% |
| All | +430.6% | +38.5% | +392.0% | +410.8% |
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