+9.5%
S vs AEE
+8.8%
+0.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -7.7% | +0.3% | -8.0% | -7.6% |
| 30D | -5.3% | -2.3% | -3.1% | -6.0% |
| 3M | +20.3% | +0.2% | +20.1% | +20.4% |
| 6M | +47.4% | -4.7% | +52.1% | +45.7% |
| YTD | +32.5% | +8.1% | +24.4% | +33.1% |
| 1Y | +9.5% | +8.5% | +1.0% | +9.4% |
| All | +9.5% | +8.8% | +0.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling