-52.1%
SMR vs AEE
+52.2%
-104.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.1% | -7.9% |
| 7D | +10.3% | +0.6% | +9.7% | +10.0% |
| 30D | -25.7% | +8.8% | -34.6% | -28.3% |
| 3M | -49.7% | +5.1% | -54.8% | -50.8% |
| 6M | -59.8% | +5.2% | -65.0% | -61.1% |
| YTD | -66.0% | +16.1% | -82.1% | -69.0% |
| 1Y | -81.4% | +10.4% | -91.9% | -82.6% |
| 3Y | +130.6% | +63.1% | +67.5% | +65.1% |
| All | -52.1% | +52.2% | -104.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling