+1,270.6%
SMH vs AEE
+841.0%
+429.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.3% | +1.1% | +3.3% | +3.9% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | -2.8% | -0.9% | -1.9% | -3.0% |
| 6M | +45.6% | -2.4% | +48.0% | +45.7% |
| YTD | +59.5% | +8.6% | +50.8% | +52.7% |
| 1Y | +93.4% | +10.2% | +83.3% | +83.7% |
| 3Y | +287.1% | +47.8% | +239.3% | +217.1% |
| 5Y | +338.0% | +40.1% | +297.9% | +262.8% |
| 10Y | +1,876.8% | +195.0% | +1,681.8% | +1,015.5% |
| All | +1,270.6% | +841.0% | +429.6% | +420.6% |
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