+190.6%
NYT vs AEE
+806.8%
-616.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +4.6% | -2.9% | +7.5% | +5.7% |
| 3M | -9.6% | -2.4% | -7.2% | -8.9% |
| 6M | -14.0% | -2.7% | -11.3% | -13.5% |
| YTD | -2.8% | +7.3% | -10.1% | -6.1% |
| 1Y | +15.6% | +7.5% | +8.0% | +11.5% |
| 3Y | +56.3% | +46.2% | +10.1% | +31.6% |
| 5Y | +39.5% | +39.7% | -0.2% | +18.0% |
| 10Y | +488.0% | +191.3% | +296.8% | +239.8% |
| All | +190.6% | +806.8% | -616.2% | -1.0% |
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