+360.3%
SM vs AEE
+892.1%
-531.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +9.4% | +1.7% | +7.7% | +8.4% |
| 30D | -14.4% | +9.7% | -24.1% | -18.6% |
| 3M | +1.6% | +5.9% | -4.4% | -1.8% |
| 6M | +6.3% | +6.7% | -0.4% | +1.8% |
| YTD | +78.8% | +17.4% | +61.4% | +61.9% |
| 1Y | +83.1% | +12.7% | +70.5% | +69.1% |
| 3Y | -5.9% | +68.2% | -74.1% | -31.6% |
| 5Y | +4.8% | +57.3% | -52.5% | -22.0% |
| 10Y | +17.5% | +220.6% | -203.1% | -47.2% |
| All | +360.3% | +892.1% | -531.9% | +6.8% |
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 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