+19.6%
KWEB vs AEE
+346.7%
-327.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.2% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -13.0% | -2.0% | -11.0% | -12.8% |
| 3M | -7.6% | -2.8% | -4.7% | -7.4% |
| 6M | -21.1% | -3.6% | -17.6% | -20.9% |
| YTD | -28.2% | +7.3% | -35.5% | -29.0% |
| 1Y | -34.9% | +8.7% | -43.6% | -35.8% |
| 3Y | -0.8% | +46.0% | -46.8% | -6.1% |
| 5Y | -43.6% | +39.8% | -83.3% | -46.6% |
| 10Y | -21.7% | +191.4% | -213.1% | -34.3% |
| All | +19.6% | +346.7% | -327.1% | -8.6% |
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