+504.9%
P vs AEE
+270.8%
+234.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.1% |
| 7D | -9.6% | +2.3% | -11.9% | -10.0% |
| 30D | -33.4% | +11.6% | -45.0% | -34.9% |
| 3M | +14.2% | +5.5% | +8.7% | +13.0% |
| 6M | +31.6% | +6.0% | +25.6% | +29.6% |
| YTD | +53.5% | +16.6% | +36.9% | +47.9% |
| 1Y | +14.2% | +12.1% | +2.1% | +10.9% |
| 3Y | +190.5% | +64.2% | +126.3% | +152.5% |
| 5Y | +256.3% | +59.1% | +197.2% | +207.3% |
| 10Y | +707.9% | +210.2% | +497.7% | +540.4% |
| All | +504.9% | +270.8% | +234.2% | +362.0% |
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