-80.7%
RUN vs AEE
+38.5%
-119.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | -3.4% | -0.7% | -2.7% | -2.9% |
| 30D | -14.0% | -2.0% | -12.0% | -12.9% |
| 3M | -27.5% | -2.8% | -24.7% | -26.7% |
| 6M | -29.0% | -3.6% | -25.4% | -27.9% |
| YTD | -53.1% | +7.3% | -60.4% | -56.0% |
| 1Y | -46.7% | +8.7% | -55.4% | -50.8% |
| 3Y | -38.3% | +46.0% | -84.3% | -57.8% |
| 5Y | -80.7% | +39.8% | -120.5% | -86.3% |
| All | -80.7% | +38.5% | -119.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling