-19.9%
RUN vs AEE
+289.8%
-309.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | -13.5% | +1.7% | -15.2% | -14.3% |
| 30D | +18.3% | +9.7% | +8.6% | +13.0% |
| 3M | -12.5% | +5.9% | -18.4% | -14.8% |
| 6M | -40.3% | +6.7% | -47.0% | -42.5% |
| YTD | -53.1% | +17.4% | -70.5% | -57.0% |
| 1Y | -54.3% | +12.7% | -66.9% | -57.2% |
| 3Y | -6.5% | +68.2% | -74.7% | -30.8% |
| 5Y | -85.3% | +57.3% | -142.6% | -88.5% |
| 10Y | +68.9% | +220.6% | -151.7% | +17.0% |
| All | -19.9% | +289.8% | -309.7% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling