+1,527.5%
META vs AEE
+431.0%
+1,096.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | -2.3% | +7.0% | +5.3% |
| 3M | -1.6% | +0.2% | -1.8% | -1.9% |
| 6M | -7.5% | -4.7% | -2.7% | -6.7% |
| YTD | -6.4% | +8.1% | -14.5% | -8.7% |
| 1Y | -17.3% | +8.5% | -25.9% | -19.6% |
| 3Y | +109.9% | +48.9% | +61.0% | +85.1% |
| 5Y | +65.4% | +39.9% | +25.4% | +47.5% |
| 10Y | +391.8% | +186.5% | +205.3% | +252.7% |
| All | +1,527.5% | +431.0% | +1,096.5% | +817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling