+118.7%
RF vs AEE
+885.6%
-766.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | -0.1% | +2.3% | -2.5% | -1.5% |
| 30D | +7.0% | +11.6% | -4.5% | +0.3% |
| 3M | -7.0% | +5.5% | -12.5% | -10.0% |
| 6M | +6.8% | +6.0% | +0.8% | +2.6% |
| YTD | +9.9% | +16.6% | -6.7% | -0.7% |
| 1Y | +21.1% | +12.1% | +9.1% | +11.9% |
| 3Y | +119.6% | +64.2% | +55.4% | +58.1% |
| 5Y | +46.2% | +59.1% | -12.9% | +5.1% |
| 10Y | +261.5% | +210.2% | +51.3% | +57.9% |
| All | +118.7% | +885.6% | -766.9% | -56.5% |
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