-17.5%
RUN vs AEE
+259.1%
-276.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | -15.3% | -2.3% | -13.0% | -14.3% |
| 3M | -40.0% | +0.2% | -40.2% | -40.5% |
| 6M | -27.0% | -4.7% | -22.2% | -25.6% |
| YTD | -51.7% | +8.1% | -59.8% | -53.9% |
| 1Y | -45.9% | +8.5% | -54.4% | -48.7% |
| 3Y | -43.8% | +48.9% | -92.7% | -55.6% |
| 5Y | -80.5% | +39.9% | -120.4% | -84.0% |
| 10Y | +45.3% | +186.5% | -141.3% | +5.1% |
| All | -17.5% | +259.1% | -276.5% | -44.2% |
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