+37.6%
S vs AEE
+11.8%
+25.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.3% |
| 7D | +1.2% | +0.2% | +1.1% | +1.3% |
| 30D | -7.3% | +9.7% | -17.1% | -3.2% |
| 3M | +5.9% | +5.8% | +0.1% | +9.1% |
| 6M | +45.6% | +4.5% | +41.2% | +49.8% |
| YTD | +58.5% | +15.8% | +42.7% | +64.6% |
| 1Y | +37.6% | +10.8% | +26.9% | +45.5% |
| All | +37.6% | +11.8% | +25.8% | +45.5% |
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