-73.1%
SMR vs AEE
+8.8%
-81.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.6% |
| 30D | +3.4% | -2.3% | +5.7% | +2.2% |
| 3M | -19.2% | +0.2% | -19.4% | -19.3% |
| 6M | -22.6% | -4.7% | -17.9% | -23.7% |
| YTD | -31.5% | +8.1% | -39.6% | -30.4% |
| 1Y | -73.1% | +8.5% | -81.6% | -70.8% |
| All | -73.1% | +8.8% | -81.9% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling