+192.9%
SO vs AEE
+219.0%
-26.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.9% | +0.6% | -1.6% | -1.4% |
| 30D | +4.9% | +8.8% | -3.9% | -2.1% |
| 3M | +0.8% | +5.1% | -4.3% | -3.2% |
| 6M | +0.6% | +5.2% | -4.6% | -3.7% |
| YTD | +8.7% | +16.1% | -7.4% | -4.0% |
| 1Y | +4.0% | +10.4% | -6.5% | -4.4% |
| 3Y | +50.6% | +63.1% | -12.6% | -1.0% |
| 5Y | +77.5% | +55.6% | +21.9% | +20.6% |
| All | +192.9% | +219.0% | -26.1% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling