-45.9%
RUN vs AEE
+8.8%
-54.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.3% | +0.3% | +0.9% | +1.2% |
| 30D | -15.3% | -2.3% | -13.0% | -15.2% |
| 3M | -40.0% | +0.2% | -40.2% | -40.4% |
| 6M | -27.0% | -4.7% | -22.2% | -26.9% |
| YTD | -51.7% | +8.1% | -59.8% | -51.0% |
| 1Y | -45.9% | +8.5% | -54.4% | -40.0% |
| All | -45.9% | +8.8% | -54.7% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling