+41.4%
SGI vs AEE
+56.4%
-15.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.3% | +1.7% | -7.0% | -5.9% |
| 30D | -2.1% | +9.7% | -11.8% | -5.2% |
| 3M | -8.2% | +5.9% | -14.1% | -10.1% |
| 6M | -4.6% | +6.7% | -11.3% | -6.9% |
| YTD | -31.5% | +17.4% | -48.8% | -35.5% |
| 1Y | -30.8% | +12.7% | -43.5% | -33.9% |
| 3Y | +67.2% | +68.2% | -1.0% | +37.5% |
| All | +41.4% | +56.4% | -15.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling