+920.4%
NKE vs AEE
+807.2%
+113.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -5.5% | -0.7% | -4.9% | -5.3% |
| 30D | -10.4% | -2.0% | -8.5% | -9.8% |
| 3M | -15.8% | -2.8% | -13.0% | -15.1% |
| 6M | -33.4% | -3.6% | -29.8% | -32.9% |
| YTD | -41.0% | +7.3% | -48.3% | -43.1% |
| 1Y | -49.1% | +8.7% | -57.8% | -51.2% |
| 3Y | -59.8% | +46.0% | -105.8% | -66.4% |
| 5Y | -75.5% | +39.8% | -115.2% | -79.3% |
| 10Y | -23.5% | +191.4% | -214.9% | -53.4% |
| All | +920.4% | +807.2% | +113.2% | +280.8% |
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