+42.0%
SOFI vs AEE
+59.7%
-17.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -0.8% | -4.2% | -4.9% |
| 30D | -3.5% | -2.9% | -0.5% | -3.2% |
| 3M | +3.9% | -2.4% | +6.3% | +4.1% |
| 6M | -6.5% | -2.7% | -3.8% | -6.4% |
| YTD | -33.8% | +7.3% | -41.1% | -35.0% |
| 1Y | -33.3% | +7.5% | -40.8% | -34.5% |
| 3Y | +94.6% | +46.2% | +48.4% | +83.4% |
| 5Y | +13.3% | +39.7% | -26.4% | +8.0% |
| All | +42.0% | +59.7% | -17.8% | +60.6% |
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