+40.3%
RUN vs AEE
+191.1%
-150.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.3% |
| 30D | -13.0% | -2.9% | -10.1% | -11.6% |
| 3M | -31.8% | -2.4% | -29.4% | -31.2% |
| 6M | -32.2% | -2.7% | -29.5% | -31.6% |
| YTD | -53.5% | +7.3% | -60.7% | -55.7% |
| 1Y | -46.5% | +7.5% | -54.1% | -49.4% |
| 3Y | -37.6% | +46.2% | -83.8% | -51.5% |
| 5Y | -80.9% | +39.7% | -120.6% | -84.7% |
| All | +40.3% | +191.1% | -150.8% | -12.3% |
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