-53.7%
SMR vs AEE
+53.8%
-107.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | -8.3% | +1.7% | -10.0% | -8.9% |
| 30D | -20.1% | +9.7% | -29.8% | -23.1% |
| 3M | -52.7% | +5.9% | -58.6% | -53.9% |
| 6M | -61.0% | +6.7% | -67.7% | -62.5% |
| YTD | -67.1% | +17.4% | -84.5% | -70.1% |
| 1Y | -79.9% | +12.7% | -92.5% | -81.3% |
| 3Y | +101.7% | +68.2% | +33.5% | +42.2% |
| All | -53.7% | +53.8% | -107.5% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling