-71.0%
SMR vs AEE
+8.8%
-79.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -6.1% |
| 7D | +4.7% | -0.7% | +5.4% | +4.3% |
| 30D | +3.2% | -2.0% | +5.2% | +2.2% |
| 3M | +9.9% | -2.8% | +12.7% | +8.4% |
| 6M | -15.1% | -3.6% | -11.6% | -16.2% |
| YTD | -27.9% | +7.3% | -35.3% | -26.6% |
| All | -71.0% | +8.8% | -79.8% | -68.6% |
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 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