-10.3%
M vs AEE
+52.8%
-63.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -7.4% | +5.0% | -12.3% | -8.3% |
| 6M | +18.3% | +4.4% | +13.9% | +17.2% |
| YTD | +7.6% | +15.4% | -7.8% | +4.1% |
| 1Y | +17.4% | +13.8% | +3.6% | +13.8% |
| 3Y | +108.4% | +58.0% | +50.3% | +84.2% |
| All | -10.3% | +52.8% | -63.1% | -16.1% |
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