-35.9%
RUN vs AEE
+48.1%
-84.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.4% |
| 7D | -1.8% | +1.1% | -2.8% | -2.2% |
| 30D | -10.8% | 0.0% | -10.8% | -10.8% |
| 3M | -30.2% | -0.9% | -29.2% | -30.3% |
| 6M | -22.3% | -2.4% | -19.9% | -21.9% |
| YTD | -52.2% | +8.6% | -60.8% | -54.7% |
| 1Y | -45.1% | +10.2% | -55.3% | -48.7% |
| All | -35.9% | +48.1% | -84.0% | -61.5% |
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 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