+5.5%
SO vs AEE
+10.9%
-5.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.8% |
| 6M | +2.5% | +4.5% | -2.0% | -1.8% |
| YTD | +10.3% | +15.8% | -5.6% | -3.0% |
| All | +5.5% | +10.9% | -5.4% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling