+458.1%
KMB vs AEE
+813.9%
-355.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +0.3% | -3.4% | -3.2% |
| 30D | -5.5% | -2.3% | -3.2% | -4.6% |
| 3M | +14.0% | +0.2% | +13.8% | +13.9% |
| 6M | +4.1% | -4.7% | +8.8% | +6.0% |
| YTD | +8.0% | +8.1% | -0.1% | +4.5% |
| 1Y | -13.7% | +8.5% | -22.3% | -16.7% |
| 3Y | -5.9% | +48.9% | -54.8% | -20.4% |
| 5Y | -8.6% | +39.9% | -48.5% | -21.4% |
| 10Y | +17.3% | +186.5% | -169.3% | -24.6% |
| All | +458.1% | +813.9% | -355.8% | +107.7% |
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