+1,872.3%
SGI vs AEE
+497.7%
+1,374.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.5% | +0.3% | +8.2% | +8.3% |
| 30D | +0.7% | -2.3% | +3.0% | +2.0% |
| 3M | +0.6% | +0.2% | +0.4% | +0.1% |
| 6M | -17.9% | -4.7% | -13.2% | -16.0% |
| YTD | -21.2% | +8.1% | -29.3% | -25.3% |
| 1Y | -18.9% | +8.5% | -27.4% | -23.4% |
| 3Y | +52.6% | +48.9% | +3.7% | +17.0% |
| 5Y | +60.7% | +39.9% | +20.8% | +24.9% |
| 10Y | +278.1% | +186.5% | +91.6% | +60.4% |
| All | +1,872.3% | +497.7% | +1,374.6% | +399.1% |
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