+259.2%
SGI vs AEE
+191.3%
+67.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | +1.6% | -2.0% | +3.6% | +2.2% |
| 3M | -3.2% | -2.8% | -0.3% | -2.4% |
| 6M | -16.0% | -3.6% | -12.5% | -15.2% |
| YTD | -25.4% | +7.3% | -32.7% | -27.3% |
| 1Y | -21.6% | +8.7% | -30.3% | -24.0% |
| 3Y | +52.9% | +46.0% | +6.8% | +33.8% |
| 5Y | +47.5% | +39.8% | +7.7% | +29.9% |
| All | +259.2% | +191.3% | +67.9% | +213.2% |
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