+552.5%
LUV vs AEE
+806.8%
-254.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -12.4% | -2.9% | -9.4% | -11.3% |
| 3M | -11.0% | -2.4% | -8.6% | -10.3% |
| 6M | -5.0% | -2.7% | -2.3% | -4.3% |
| YTD | -3.8% | +7.3% | -11.0% | -7.1% |
| 1Y | +25.9% | +7.5% | +18.4% | +21.3% |
| 3Y | +42.2% | +46.2% | -4.0% | +19.4% |
| 5Y | -10.8% | +39.7% | -50.5% | -24.5% |
| 10Y | +19.0% | +191.3% | -172.3% | -29.4% |
| All | +552.5% | +806.8% | -254.3% | +134.3% |
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