-41.8%
SIRI vs AEE
+38.7%
-80.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 6M | +32.9% | -2.7% | +35.6% | +33.4% |
| YTD | +50.5% | +7.3% | +43.2% | +44.8% |
| 1Y | +28.0% | +7.5% | +20.4% | +22.9% |
| 3Y | -22.4% | +46.2% | -68.6% | -35.6% |
| All | -41.8% | +38.7% | -80.4% | -50.3% |
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 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