+1,449.6%
NET vs AEE
+69.2%
+1,380.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -4.8% | -2.3% | -2.5% | -4.5% |
| 3M | +3.8% | +0.2% | +3.6% | +3.6% |
| 6M | +50.0% | -4.7% | +54.8% | +50.6% |
| YTD | +41.5% | +8.1% | +33.4% | +38.3% |
| 1Y | +32.8% | +8.5% | +24.3% | +29.6% |
| 3Y | +335.9% | +48.9% | +287.0% | +293.5% |
| 5Y | +113.8% | +39.9% | +73.9% | +95.8% |
| All | +1,449.6% | +69.2% | +1,380.4% | +1,245.6% |
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