+568.6%
SE vs AEE
+123.3%
+445.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +28.1% | -0.9% | +29.0% | +28.0% |
| 6M | +20.7% | -2.4% | +23.1% | +20.9% |
| YTD | -14.8% | +8.6% | -23.4% | -17.8% |
| 1Y | -43.6% | +10.2% | -53.7% | -46.0% |
| 3Y | +184.2% | +47.8% | +136.4% | +140.8% |
| 5Y | -66.3% | +40.1% | -106.4% | -71.1% |
| All | +568.6% | +123.3% | +445.3% | +333.2% |
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