-71.5%
S vs AEE
+43.4%
-114.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | +1.3% | -7.1% | -5.9% |
| 30D | -9.2% | -1.2% | -8.0% | -9.1% |
| 3M | +23.4% | +1.0% | +22.3% | +23.0% |
| 6M | +36.9% | -2.3% | +39.2% | +36.9% |
| YTD | +29.5% | +9.1% | +20.4% | +27.4% |
| 1Y | +5.4% | +10.6% | -5.1% | +3.4% |
| 3Y | +14.7% | +48.5% | -33.8% | +7.5% |
| 5Y | -71.5% | +39.9% | -111.4% | -72.6% |
| All | -71.5% | +43.4% | -114.9% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling