+46.4%
RF vs AEE
+56.4%
-10.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +7.3% | +9.7% | -2.4% | +3.6% |
| 3M | -7.9% | +5.9% | -13.8% | -10.0% |
| 6M | +10.5% | +6.7% | +3.8% | +7.5% |
| YTD | +9.6% | +17.4% | -7.7% | +2.3% |
| 1Y | +20.3% | +12.7% | +7.6% | +14.1% |
| 3Y | +119.5% | +68.2% | +51.3% | +73.1% |
| All | +46.4% | +56.4% | -10.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling