+154.8%
SO vs AEE
+191.3%
-36.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.3% |
| 7D | -1.1% | -0.7% | -0.5% | -0.6% |
| 30D | -3.7% | -2.0% | -1.8% | -2.2% |
| 3M | -5.9% | -2.8% | -3.1% | -3.8% |
| 6M | -7.3% | -3.6% | -3.8% | -4.7% |
| YTD | +3.1% | +7.3% | -4.2% | -2.9% |
| 1Y | -1.0% | +8.7% | -9.7% | -7.8% |
| 3Y | +43.2% | +46.0% | -2.8% | +3.2% |
| 5Y | +59.1% | +39.8% | +19.3% | +18.1% |
| All | +154.8% | +191.3% | -36.5% | +10.1% |
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