+2,327.9%
NDAQ vs AEE
+582.8%
+1,745.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | +0.3% | -2.8% | -2.6% |
| 30D | +2.5% | -2.3% | +4.7% | +3.8% |
| 3M | +9.9% | +0.2% | +9.7% | +9.4% |
| 6M | +9.4% | -4.7% | +14.2% | +11.7% |
| YTD | +0.4% | +8.1% | -7.7% | -5.2% |
| 1Y | +4.0% | +8.5% | -4.5% | -2.3% |
| 3Y | +94.4% | +48.9% | +45.5% | +48.5% |
| 5Y | +56.7% | +39.9% | +16.8% | +22.1% |
| 10Y | +375.3% | +186.5% | +188.8% | +125.7% |
| All | +2,327.9% | +582.8% | +1,745.1% | +560.0% |
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