+42.0%
SOFI vs AEE
+61.8%
-19.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.9% | +1.1% | -3.9% | -3.0% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | +5.2% | -0.9% | +6.1% | +5.2% |
| 6M | -7.8% | -2.4% | -5.4% | -7.7% |
| YTD | -33.8% | +8.6% | -42.4% | -35.0% |
| 1Y | -33.3% | +10.2% | -43.4% | -34.7% |
| 3Y | +102.7% | +47.8% | +54.9% | +90.7% |
| 5Y | +10.5% | +40.1% | -29.7% | +3.5% |
| All | +42.0% | +61.8% | -19.8% | +60.5% |
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 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