-88.5%
SMR vs AEE
+13.9%
-102.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.2% | -14.6% | -14.9% |
| 7D | -26.2% | +2.4% | -28.5% | -25.4% |
| 30D | -45.5% | +10.9% | -56.5% | -43.1% |
| 3M | -53.4% | +4.3% | -57.7% | -52.9% |
| 6M | -63.2% | +2.5% | -65.7% | -62.8% |
| YTD | -69.2% | +15.3% | -84.5% | -68.2% |
| 1Y | -88.5% | +14.6% | -103.0% | -88.1% |
| All | -88.5% | +13.9% | -102.4% | -88.1% |
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 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