+196.3%
SE vs AEE
+49.7%
+146.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +1.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.7% |
| 30D | -0.1% | -1.2% | +1.2% | -0.2% |
| 3M | +34.1% | +1.0% | +33.1% | +34.0% |
| 6M | +23.2% | -2.3% | +25.5% | +23.1% |
| YTD | -11.2% | +9.1% | -20.3% | -11.3% |
| 1Y | -40.5% | +10.6% | -51.1% | -40.7% |
| 3Y | +196.3% | +48.5% | +147.8% | +207.3% |
| All | +196.3% | +49.7% | +146.6% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling