+176.6%
P vs AEE
+57.7%
+118.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | -23.8% | +2.1% | -25.9% | -23.1% |
| 30D | -36.6% | +11.4% | -48.0% | -34.0% |
| 3M | +10.9% | +5.0% | +5.9% | +13.1% |
| 6M | +30.0% | +4.4% | +25.6% | +32.7% |
| YTD | +44.4% | +15.4% | +29.0% | +52.8% |
| 1Y | +3.9% | +13.8% | -9.8% | +9.7% |
| 3Y | +176.6% | +58.0% | +118.6% | +242.3% |
| All | +176.6% | +57.7% | +118.9% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling