+37.2%
M vs AEE
+13.9%
+23.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.5% | +5.2% | +7.3% |
| 7D | +8.3% | +4.7% | +3.6% | +7.7% |
| 30D | +14.2% | +13.4% | +0.8% | +13.1% |
| 3M | -1.1% | +4.1% | -5.2% | -1.6% |
| 6M | +36.6% | +2.0% | +34.6% | +36.8% |
| YTD | +19.8% | +15.6% | +4.2% | +20.7% |
| 1Y | +37.2% | +14.1% | +23.1% | +38.7% |
| All | +37.2% | +13.9% | +23.3% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling