+31.6%
Q vs AEE
+12.3%
+19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +5.9% | +7.1% |
| 7D | +8.4% | +2.3% | +6.1% | +8.8% |
| 30D | -1.2% | +11.6% | -12.8% | +0.1% |
| 3M | -9.3% | +5.5% | -14.8% | -8.5% |
| 6M | -15.0% | +6.0% | -21.0% | -14.8% |
| YTD | +53.5% | +16.6% | +36.9% | +50.9% |
| 1Y | +35.9% | +12.1% | +23.8% | +36.0% |
| All | +31.6% | +12.3% | +19.3% | +31.7% |
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