+108.7%
SMR vs AEE
+63.2%
+45.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.1% | -7.9% |
| 7D | +10.3% | +0.6% | +9.7% | +10.2% |
| 30D | -25.7% | +8.8% | -34.6% | -27.2% |
| 3M | -49.7% | +5.1% | -54.8% | -50.4% |
| 6M | -59.8% | +5.2% | -65.0% | -60.6% |
| YTD | -66.0% | +16.1% | -82.1% | -68.3% |
| 1Y | -81.4% | +10.4% | -91.9% | -82.2% |
| All | +108.7% | +63.2% | +45.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling