+39.8%
SONY vs AEE
+46.3%
-6.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | +13.3% | -2.8% | +16.1% | +13.7% |
| 6M | +8.5% | -3.6% | +12.1% | +9.0% |
| YTD | -8.1% | +7.3% | -15.4% | -10.4% |
| 1Y | -17.9% | +8.7% | -26.6% | -20.2% |
| All | +39.8% | +46.3% | -6.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling