-71.4%
OPEN vs AEE
+13.9%
-85.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.5% | +11.3% | +14.0% |
| 7D | +3.7% | +4.7% | -1.0% | +4.4% |
| 30D | -14.3% | +13.4% | -27.7% | -12.1% |
| 3M | -51.9% | +4.1% | -56.0% | -51.6% |
| 6M | -61.4% | +2.0% | -63.4% | -61.3% |
| YTD | -66.0% | +15.6% | -81.7% | -71.2% |
| 1Y | -71.4% | +14.1% | -85.5% | -74.8% |
| All | -71.4% | +13.9% | -85.3% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling