+149.6%
KRE vs AEE
+373.0%
-223.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | +1.1% | -2.1% | -1.7% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +3.7% | -0.9% | +4.6% | +3.9% |
| 6M | +14.8% | -2.4% | +17.2% | +15.8% |
| YTD | +14.7% | +8.6% | +6.0% | +8.3% |
| 1Y | +16.0% | +10.2% | +5.9% | +8.4% |
| 3Y | +84.3% | +47.8% | +36.4% | +41.7% |
| 5Y | +30.9% | +40.1% | -9.2% | +1.7% |
| 10Y | +122.0% | +195.0% | -73.1% | -2.3% |
| All | +149.6% | +373.0% | -223.4% | -32.2% |
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