+272.5%
RF vs AEE
+202.7%
+69.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.8% |
| 30D | +6.0% | +11.4% | -5.3% | +1.3% |
| 3M | -8.9% | +5.0% | -13.9% | -10.8% |
| 6M | +2.3% | +4.4% | -2.1% | +0.2% |
| YTD | +7.6% | +15.4% | -7.8% | +0.6% |
| 1Y | +21.2% | +13.8% | +7.4% | +13.9% |
| 3Y | +108.5% | +58.0% | +50.5% | +67.9% |
| 5Y | +43.2% | +52.9% | -9.7% | +15.5% |
| All | +272.5% | +202.7% | +69.8% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling