+2,393.8%
O vs AEE
+892.1%
+1,501.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | -0.4% | +1.7% | -2.1% | -1.4% |
| 30D | +7.1% | +9.7% | -2.6% | +1.5% |
| 3M | -5.2% | +5.9% | -11.2% | -8.4% |
| 6M | -1.8% | +6.7% | -8.5% | -5.6% |
| YTD | +9.1% | +17.4% | -8.3% | -0.9% |
| 1Y | +9.7% | +12.7% | -3.0% | +1.9% |
| 3Y | +39.1% | +68.2% | -29.1% | +1.3% |
| 5Y | +8.4% | +57.3% | -48.9% | -18.9% |
| 10Y | +80.2% | +220.6% | -140.5% | -11.3% |
| All | +2,393.8% | +892.1% | +1,501.7% | +686.1% |
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