+589.4%
SE vs AEE
+122.2%
+467.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -2.5% | -2.3% | -0.2% | -1.8% |
| 3M | +21.7% | +0.2% | +21.5% | +21.1% |
| 6M | +27.0% | -4.7% | +31.7% | +28.1% |
| YTD | -12.1% | +8.1% | -20.2% | -15.2% |
| 1Y | -40.9% | +8.5% | -49.5% | -43.2% |
| 3Y | +191.0% | +48.9% | +142.1% | +145.6% |
| 5Y | -68.3% | +39.9% | -108.2% | -72.8% |
| All | +589.4% | +122.2% | +467.2% | +347.3% |
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