+39.2%
S vs AEE
+13.9%
+25.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +2.7% |
| 7D | -8.2% | +4.7% | -12.9% | -6.4% |
| 30D | -7.6% | +13.4% | -21.0% | -2.7% |
| 3M | +12.0% | +4.1% | +7.9% | +14.7% |
| 6M | +50.6% | +2.0% | +48.5% | +53.8% |
| YTD | +56.6% | +15.6% | +41.0% | +59.3% |
| 1Y | +39.2% | +14.1% | +25.1% | +42.9% |
| All | +39.2% | +13.9% | +25.3% | +42.9% |
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 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