+365.6%
NDAQ vs AEE
+191.3%
+174.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -6.8% | -0.7% | -6.1% | -6.5% |
| 30D | -3.2% | -2.0% | -1.2% | -2.3% |
| 3M | +6.5% | -2.8% | +9.3% | +7.7% |
| 6M | +5.7% | -3.6% | +9.3% | +7.0% |
| YTD | -4.6% | +7.3% | -11.9% | -8.8% |
| 1Y | -1.6% | +8.7% | -10.3% | -6.7% |
| 3Y | +86.4% | +46.0% | +40.4% | +50.0% |
| 5Y | +50.3% | +39.8% | +10.6% | +22.0% |
| All | +365.6% | +191.3% | +174.3% | +210.6% |
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 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