+71.6%
SM vs AEE
+13.9%
+57.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.5% | -17.8% | -14.4% |
| 7D | -21.5% | +4.7% | -26.2% | -20.2% |
| 30D | -11.4% | +13.4% | -24.8% | -7.9% |
| 3M | +0.6% | +4.1% | -3.4% | +2.0% |
| 6M | +0.2% | +2.0% | -1.8% | +2.2% |
| YTD | +69.7% | +15.6% | +54.0% | +68.7% |
| 1Y | +71.6% | +14.1% | +57.4% | +70.5% |
| All | +71.6% | +13.9% | +57.7% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling