+28.2%
M vs AEE
+43.4%
-15.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | -11.6% | -1.2% | -10.4% | -11.4% |
| 3M | +1.6% | +1.0% | +0.6% | +1.5% |
| 6M | +25.2% | -2.3% | +27.5% | +25.6% |
| YTD | +3.8% | +9.1% | -5.4% | +1.6% |
| 1Y | +36.3% | +10.6% | +25.8% | +32.9% |
| 3Y | +116.3% | +48.5% | +67.8% | +94.5% |
| 5Y | +28.2% | +39.9% | -11.7% | +25.1% |
| All | +28.2% | +43.4% | -15.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling