+485.4%
P vs AEE
+243.8%
+241.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +6.5% | +0.3% | +6.2% | +6.5% |
| 30D | +18.8% | -2.3% | +21.1% | +19.4% |
| 3M | +26.7% | +0.2% | +26.5% | +26.2% |
| 6M | +62.2% | -4.7% | +66.9% | +63.1% |
| YTD | +48.5% | +8.1% | +40.4% | +45.2% |
| 1Y | +26.4% | +8.5% | +17.8% | +23.2% |
| 3Y | +159.4% | +48.9% | +110.5% | +130.0% |
| 5Y | +275.8% | +39.9% | +235.9% | +235.0% |
| 10Y | +732.0% | +186.5% | +545.5% | +569.2% |
| All | +485.4% | +243.8% | +241.6% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling