-47.8%
S vs AEE
+67.4%
-115.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | -2.7% | +9.7% | -12.5% | -3.0% |
| 3M | -6.9% | +5.9% | -12.8% | -7.0% |
| 6M | +38.1% | +6.7% | +31.4% | +37.6% |
| YTD | +48.0% | +17.4% | +30.6% | +45.7% |
| 1Y | +34.5% | +12.7% | +21.8% | +33.0% |
| 3Y | +38.3% | +68.2% | -29.9% | +30.1% |
| 5Y | -70.9% | +57.3% | -128.2% | -71.4% |
| All | -47.8% | +67.4% | -115.1% | -45.6% |
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