+2,627.5%
NDAQ vs AEE
+641.3%
+1,986.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +1.3% | +1.7% | -0.4% | +0.3% |
| 30D | +18.0% | +9.7% | +8.2% | +11.8% |
| 3M | +11.5% | +5.9% | +5.6% | +7.8% |
| 6M | +21.1% | +6.7% | +14.4% | +15.9% |
| YTD | +12.8% | +17.4% | -4.5% | +1.5% |
| 1Y | +25.7% | +12.7% | +13.0% | +15.7% |
| 3Y | +116.8% | +68.2% | +48.6% | +54.5% |
| 5Y | +67.3% | +57.3% | +10.0% | +21.7% |
| 10Y | +473.3% | +220.6% | +252.7% | +155.6% |
| All | +2,627.5% | +641.3% | +1,986.3% | +606.5% |
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