+1,953.4%
SO vs AEE
+813.9%
+1,139.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -4.6% | -2.3% | -2.3% | -3.0% |
| 3M | -3.0% | +0.2% | -3.3% | -3.3% |
| 6M | -8.3% | -4.7% | -3.5% | -5.1% |
| YTD | +3.5% | +8.1% | -4.6% | -2.1% |
| 1Y | -0.9% | +8.5% | -9.5% | -6.7% |
| 3Y | +45.4% | +48.9% | -3.5% | +8.3% |
| 5Y | +59.6% | +39.9% | +19.7% | +24.1% |
| 10Y | +156.6% | +186.5% | -29.9% | +23.2% |
| All | +1,953.4% | +813.9% | +1,139.5% | +259.8% |
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