+217.6%
SONY vs AEE
+822.6%
-605.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.1% | -4.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.7% |
| 3M | +6.2% | +1.0% | +5.2% | +5.4% |
| 6M | +9.5% | -2.3% | +11.8% | +9.9% |
| YTD | -8.1% | +9.1% | -17.2% | -11.9% |
| 1Y | -17.9% | +10.6% | -28.5% | -21.9% |
| 3Y | +41.5% | +48.5% | -7.0% | +17.6% |
| 5Y | +11.8% | +39.9% | -28.0% | -6.1% |
| 10Y | +275.4% | +185.7% | +89.7% | +116.7% |
| All | +217.6% | +822.6% | -605.0% | +24.2% |
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