-44.7%
S vs AEE
+66.3%
-110.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +8.0% |
| 7D | +1.6% | +2.3% | -0.8% | +1.5% |
| 30D | -10.5% | +11.6% | -22.0% | -10.8% |
| 3M | +9.9% | +5.5% | +4.4% | +9.8% |
| 6M | +41.8% | +6.0% | +35.8% | +41.3% |
| YTD | +56.8% | +16.6% | +40.2% | +54.4% |
| 1Y | +39.0% | +12.1% | +27.0% | +37.5% |
| 3Y | +53.8% | +64.2% | -10.4% | +45.1% |
| 5Y | -68.6% | +59.1% | -127.7% | -68.9% |
| All | -44.7% | +66.3% | -110.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling