+1,270.7%
NI vs AEE
+822.6%
+448.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +1.3% |
| 30D | -1.7% | -1.2% | -0.4% | -0.7% |
| 3M | -8.0% | +1.0% | -9.0% | -8.8% |
| 6M | -8.6% | -2.3% | -6.4% | -7.1% |
| YTD | +2.3% | +9.1% | -6.8% | -4.4% |
| 1Y | +6.9% | +10.6% | -3.6% | -1.2% |
| 3Y | +70.6% | +48.5% | +22.1% | +25.0% |
| 5Y | +96.4% | +39.9% | +56.5% | +50.6% |
| 10Y | +136.1% | +185.7% | -49.6% | +7.0% |
| All | +1,270.7% | +822.6% | +448.1% | +162.2% |
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