+8.1%
S vs AEE
+10.4%
-2.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -0.9% |
| 30D | -12.6% | 0.0% | -12.6% | -12.5% |
| 3M | +27.6% | -0.9% | +28.5% | +27.1% |
| 6M | +35.5% | -2.4% | +37.9% | +34.6% |
| YTD | +29.6% | +8.6% | +21.0% | +30.4% |
| 1Y | +8.1% | +10.2% | -2.0% | +7.5% |
| All | +8.1% | +10.4% | -2.3% | +7.5% |
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