+1,381.0%
NET vs AEE
+80.9%
+1,300.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -2.9% |
| 7D | -16.4% | +4.7% | -21.1% | -16.9% |
| 30D | -25.8% | +13.4% | -39.3% | -27.3% |
| 3M | -11.5% | +4.1% | -15.6% | -12.1% |
| 6M | +18.9% | +2.0% | +16.9% | +18.3% |
| YTD | +35.2% | +15.6% | +19.6% | +30.8% |
| 1Y | +14.5% | +14.1% | +0.3% | +11.0% |
| 3Y | +313.8% | +57.9% | +255.9% | +270.7% |
| 5Y | +32.6% | +55.3% | -22.7% | +19.3% |
| All | +1,381.0% | +80.9% | +1,300.1% | +1,172.6% |
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 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