+261.5%
RF vs AEE
+205.5%
+56.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -0.1% | +2.3% | -2.5% | -1.1% |
| 30D | +7.0% | +11.6% | -4.5% | +2.1% |
| 3M | -7.0% | +5.5% | -12.5% | -9.2% |
| 6M | +6.8% | +6.0% | +0.8% | +3.8% |
| YTD | +9.9% | +16.6% | -6.7% | +2.2% |
| 1Y | +21.1% | +12.1% | +9.1% | +14.5% |
| 3Y | +119.6% | +64.2% | +55.4% | +73.1% |
| 5Y | +46.2% | +59.1% | -12.9% | +15.4% |
| 10Y | +261.5% | +210.2% | +51.3% | +203.6% |
| All | +261.5% | +205.5% | +56.0% | +203.6% |
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