-54.3%
S vs AEE
+54.9%
-109.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -12.6% | 0.0% | -12.6% | -12.6% |
| 3M | +27.6% | -0.9% | +28.5% | +27.4% |
| 6M | +35.5% | -2.4% | +37.9% | +35.4% |
| YTD | +29.6% | +8.6% | +21.0% | +27.9% |
| 1Y | +8.1% | +10.2% | -2.0% | +6.4% |
| 3Y | +14.8% | +47.8% | -33.1% | +9.1% |
| 5Y | -70.6% | +40.1% | -110.7% | -72.0% |
| All | -54.3% | +54.9% | -109.2% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling