+108.4%
M vs AEE
+57.7%
+50.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -4.3% | +2.1% | -6.4% | -4.7% |
| 30D | +1.3% | +11.4% | -10.1% | -0.8% |
| 3M | -7.4% | +5.0% | -12.3% | -8.3% |
| 6M | +18.3% | +4.4% | +13.9% | +17.4% |
| YTD | +7.6% | +15.4% | -7.8% | +4.2% |
| 1Y | +17.4% | +13.8% | +3.6% | +14.0% |
| 3Y | +108.4% | +58.0% | +50.3% | +77.6% |
| All | +108.4% | +57.7% | +50.7% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling