-4.3%
M vs AEE
+211.4%
-215.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +5.0% | +3.0% | +2.0% | +4.0% |
| 30D | +10.6% | +11.2% | -0.6% | +6.6% |
| 3M | +1.6% | +7.0% | -5.4% | -0.8% |
| 6M | +30.8% | +5.7% | +25.1% | +28.0% |
| YTD | +16.9% | +16.2% | +0.7% | +10.2% |
| 1Y | +26.3% | +12.0% | +14.2% | +20.5% |
| 3Y | +158.6% | +63.4% | +95.2% | +110.3% |
| 5Y | +2.1% | +56.0% | -54.0% | -17.1% |
| 10Y | -4.3% | +217.4% | -221.7% | -22.1% |
| All | -4.3% | +211.4% | -215.8% | -22.1% |
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