+50.9%
O vs AEE
+191.3%
-140.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.1% |
| 30D | -3.3% | -2.0% | -1.4% | -2.2% |
| 3M | -2.8% | -2.8% | 0.0% | -1.2% |
| 6M | -5.8% | -3.6% | -2.2% | -3.9% |
| YTD | +9.4% | +7.3% | +2.1% | +4.3% |
| 1Y | +5.7% | +8.7% | -3.0% | -0.2% |
| 3Y | +27.2% | +46.0% | -18.8% | -1.8% |
| 5Y | +17.2% | +39.8% | -22.6% | -8.2% |
| All | +50.9% | +191.3% | -140.4% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling