+10.3%
P vs AEE
+12.4%
-2.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -1.0% |
| 7D | -13.3% | +3.0% | -16.3% | -12.1% |
| 30D | -34.0% | +11.2% | -45.2% | -31.0% |
| 3M | +4.1% | +7.0% | -2.9% | +7.3% |
| 6M | +30.5% | +5.7% | +24.8% | +33.9% |
| YTD | +52.2% | +16.2% | +35.9% | +61.9% |
| 1Y | +10.3% | +12.0% | -1.8% | +16.9% |
| All | +10.3% | +12.4% | -2.1% | +16.9% |
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