+15.5%
SM vs AEE
+222.5%
-207.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +9.4% | +1.7% | +7.7% | +9.0% |
| 30D | -14.4% | +9.7% | -24.1% | -16.1% |
| 3M | +1.6% | +5.9% | -4.4% | +0.2% |
| 6M | +6.3% | +6.7% | -0.4% | +4.5% |
| YTD | +78.8% | +17.4% | +61.4% | +71.3% |
| 1Y | +83.1% | +12.7% | +70.5% | +77.1% |
| 3Y | -5.9% | +68.2% | -74.1% | -18.6% |
| 5Y | +4.8% | +57.3% | -52.5% | -7.4% |
| All | +15.5% | +222.5% | -207.0% | +65.1% |
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 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