+4,867.0%
LOW vs AEE
+822.6%
+4,044.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.2% |
| 7D | +0.4% | +1.3% | -0.9% | -0.3% |
| 30D | -10.1% | -1.2% | -8.9% | -9.6% |
| 3M | -2.9% | +1.0% | -3.9% | -3.4% |
| 6M | -19.4% | -2.3% | -17.1% | -18.7% |
| YTD | -15.4% | +9.1% | -24.6% | -19.1% |
| 1Y | -24.9% | +10.6% | -35.5% | -28.8% |
| 3Y | -7.8% | +48.5% | -56.3% | -25.2% |
| 5Y | +8.4% | +39.9% | -31.5% | -10.4% |
| 10Y | +226.8% | +185.7% | +41.1% | +85.3% |
| All | +4,867.0% | +822.6% | +4,044.4% | +1,299.3% |
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