+291.1%
P vs AEE
+43.4%
+247.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.7% |
| 7D | +7.8% | +1.3% | +6.5% | +8.0% |
| 30D | +12.3% | -1.2% | +13.6% | +12.1% |
| 3M | +37.1% | +1.0% | +36.1% | +37.0% |
| 6M | +66.1% | -2.3% | +68.4% | +65.7% |
| YTD | +50.9% | +9.1% | +41.8% | +51.9% |
| 1Y | +27.2% | +10.6% | +16.7% | +28.1% |
| 3Y | +158.7% | +48.5% | +110.2% | +164.3% |
| 5Y | +291.1% | +39.9% | +251.2% | +288.8% |
| All | +291.1% | +43.4% | +247.7% | +288.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling