+652.6%
P vs AEE
+211.4%
+441.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -13.3% | +3.0% | -16.3% | -13.8% |
| 30D | -34.0% | +11.2% | -45.2% | -35.4% |
| 3M | +4.1% | +7.0% | -2.9% | +2.7% |
| 6M | +30.5% | +5.7% | +24.8% | +28.5% |
| YTD | +52.2% | +16.2% | +35.9% | +46.4% |
| 1Y | +10.3% | +12.0% | -1.8% | +6.9% |
| 3Y | +180.9% | +63.4% | +117.5% | +142.1% |
| 5Y | +259.7% | +56.0% | +203.7% | +208.9% |
| 10Y | +652.6% | +217.4% | +435.3% | +450.3% |
| All | +652.6% | +211.4% | +441.2% | +450.3% |
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