+52.5%
NDAQ vs AEE
+39.2%
+13.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +8.0% | -0.9% | +9.0% | +8.2% |
| 6M | +7.7% | -2.4% | +10.1% | +8.2% |
| YTD | -2.3% | +8.6% | -11.0% | -6.2% |
| 1Y | +0.6% | +10.2% | -9.6% | -4.1% |
| 3Y | +90.9% | +47.8% | +43.1% | +61.0% |
| 5Y | +52.5% | +40.1% | +12.4% | +31.2% |
| All | +52.5% | +39.2% | +13.3% | +31.2% |
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