-77.0%
SIRI vs AEE
+807.2%
-884.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +1.3% | -2.0% | +3.3% | +1.9% |
| 3M | +5.6% | -2.8% | +8.5% | +6.4% |
| 6M | +35.2% | -3.6% | +38.7% | +36.2% |
| YTD | +49.1% | +7.3% | +41.8% | +44.7% |
| 1Y | +26.8% | +8.7% | +18.1% | +22.5% |
| 3Y | -23.7% | +46.0% | -69.7% | -33.9% |
| 5Y | -41.8% | +39.8% | -81.6% | -49.1% |
| 10Y | -11.3% | +191.4% | -202.7% | -39.6% |
| All | -77.0% | +807.2% | -884.3% | -88.3% |
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 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