-8.1%
M vs AEE
+222.5%
-230.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +7.0% | +1.7% | +5.3% | +6.4% |
| 30D | +8.9% | +9.7% | -0.8% | +5.4% |
| 3M | +4.5% | +5.9% | -1.4% | +2.4% |
| 6M | +36.2% | +6.7% | +29.5% | +32.8% |
| YTD | +15.1% | +17.4% | -2.2% | +8.1% |
| 1Y | +27.4% | +12.7% | +14.8% | +21.4% |
| 3Y | +160.1% | +68.2% | +91.9% | +109.2% |
| 5Y | -1.6% | +57.3% | -58.9% | -20.3% |
| All | -8.1% | +222.5% | -230.6% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling