-1.4%
SM vs AEE
+49.7%
-51.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.7% | +3.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.1% |
| 30D | +31.5% | -1.2% | +32.8% | +31.5% |
| 3M | +17.3% | +1.0% | +16.3% | +17.5% |
| 6M | +48.5% | -2.3% | +50.8% | +48.7% |
| YTD | +106.3% | +9.1% | +97.1% | +104.1% |
| 1Y | +47.3% | +10.6% | +36.7% | +45.3% |
| 3Y | -1.4% | +48.5% | -49.9% | -6.9% |
| All | -1.4% | +49.7% | -51.1% | -6.9% |
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