+1,817.6%
SMH vs AEE
+191.1%
+1,626.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | -2.8% | -2.9% | +0.1% | -2.1% |
| 3M | -6.7% | -2.4% | -4.3% | -6.5% |
| 6M | +41.8% | -2.7% | +44.5% | +41.9% |
| YTD | +57.9% | +7.3% | +50.6% | +53.5% |
| 1Y | +87.6% | +7.5% | +80.1% | +82.0% |
| 3Y | +282.9% | +46.2% | +236.7% | +231.9% |
| 5Y | +330.4% | +39.7% | +290.7% | +276.0% |
| All | +1,817.6% | +191.1% | +1,626.5% | +1,304.1% |
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