-6.5%
RUN vs AEE
+65.0%
-71.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -13.5% | +1.7% | -15.2% | -14.1% |
| 30D | +18.3% | +9.7% | +8.6% | +14.4% |
| 3M | -12.5% | +5.9% | -18.4% | -14.4% |
| 6M | -40.3% | +6.7% | -47.0% | -42.1% |
| YTD | -53.1% | +17.4% | -70.5% | -56.1% |
| 1Y | -54.3% | +12.7% | -66.9% | -56.5% |
| 3Y | -6.5% | +68.2% | -74.7% | -55.1% |
| All | -6.5% | +65.0% | -71.5% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling