+197.2%
SO vs AEE
+218.3%
-21.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | +7.8% | +9.7% | -1.9% | -0.1% |
| 3M | +2.9% | +5.8% | -2.9% | -1.7% |
| 6M | +2.5% | +4.5% | -2.0% | -1.3% |
| YTD | +10.3% | +15.8% | -5.6% | -2.4% |
| 1Y | +6.4% | +10.8% | -4.4% | -2.4% |
| 3Y | +52.8% | +62.8% | -10.0% | +0.6% |
| 5Y | +78.7% | +56.1% | +22.6% | +21.1% |
| All | +197.2% | +218.3% | -21.1% | +20.5% |
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