-11.3%
SIRI vs AEE
+191.1%
-202.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.6% | -0.8% | +1.3% | +0.8% |
| 30D | +2.5% | -2.9% | +5.4% | +3.6% |
| 3M | +6.6% | -2.4% | +9.0% | +7.2% |
| 6M | +32.9% | -2.7% | +35.6% | +33.5% |
| YTD | +50.5% | +7.3% | +43.2% | +45.4% |
| 1Y | +28.0% | +7.5% | +20.4% | +23.4% |
| 3Y | -22.4% | +46.2% | -68.6% | -34.5% |
| 5Y | -41.3% | +39.7% | -81.0% | -49.7% |
| All | -11.3% | +191.1% | -202.4% | -32.9% |
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