+11.1%
SMR vs AEE
+43.1%
-31.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.0% | +14.3% | +14.9% |
| 7D | +21.4% | +1.3% | +20.1% | +20.8% |
| 30D | +13.8% | -1.2% | +15.1% | +14.4% |
| 3M | +3.9% | +1.0% | +2.9% | +2.4% |
| 6M | -4.2% | -2.3% | -1.9% | -4.4% |
| YTD | -21.1% | +9.1% | -30.2% | -26.1% |
| 1Y | -67.1% | +10.6% | -77.6% | -69.5% |
| 3Y | +88.9% | +48.5% | +40.4% | +41.8% |
| All | +11.1% | +43.1% | -31.9% | -13.5% |
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 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