+277.4%
SMH vs AEE
+46.3%
+231.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.2% |
| 30D | -2.2% | -2.0% | -0.2% | -2.6% |
| 3M | -1.9% | -2.8% | +1.0% | -2.4% |
| 6M | +41.0% | -3.6% | +44.6% | +40.2% |
| YTD | +55.6% | +7.3% | +48.3% | +57.4% |
| 1Y | +86.8% | +8.7% | +78.1% | +89.5% |
| All | +277.4% | +46.3% | +231.0% | +320.7% |
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