+1.5%
SMR vs AEE
+40.7%
-39.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -5.0% |
| 7D | +4.7% | -0.7% | +5.4% | +5.1% |
| 30D | +3.2% | -2.0% | +5.2% | +4.0% |
| 3M | +9.9% | -2.8% | +12.7% | +10.3% |
| 6M | -15.1% | -3.6% | -11.6% | -14.9% |
| YTD | -27.9% | +7.3% | -35.3% | -32.0% |
| 1Y | -70.2% | +8.7% | -78.9% | -72.2% |
| 3Y | +72.5% | +46.0% | +26.4% | +30.5% |
| All | +1.5% | +40.7% | -39.2% | -20.5% |
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