+32.6%
NET vs AEE
+55.9%
-23.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -2.7% |
| 7D | -16.4% | +4.7% | -21.1% | -16.6% |
| 30D | -25.8% | +13.4% | -39.3% | -26.6% |
| 3M | -11.5% | +4.1% | -15.6% | -11.8% |
| 6M | +18.9% | +2.0% | +16.9% | +18.8% |
| YTD | +35.2% | +15.6% | +19.6% | +31.5% |
| 1Y | +14.5% | +14.1% | +0.3% | +11.6% |
| 3Y | +313.8% | +57.9% | +255.9% | +269.2% |
| 5Y | +32.6% | +55.3% | -22.7% | +32.7% |
| All | +32.6% | +55.9% | -23.4% | +32.7% |
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