-5.9%
SM vs AEE
+65.0%
-70.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | 0.0% |
| 7D | +9.4% | +1.7% | +7.7% | +9.6% |
| 30D | -14.4% | +9.7% | -24.1% | -13.8% |
| 3M | +1.6% | +5.9% | -4.4% | +2.0% |
| 6M | +6.3% | +6.7% | -0.4% | +7.1% |
| YTD | +78.8% | +17.4% | +61.4% | +78.6% |
| 1Y | +83.1% | +12.7% | +70.5% | +83.2% |
| 3Y | -5.9% | +68.2% | -74.1% | -11.8% |
| All | -5.9% | +65.0% | -70.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling