-16.5%
SOUN vs AEE
+26.8%
-43.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.1% | -0.8% | -6.3% | -7.2% |
| 30D | -15.4% | -2.9% | -12.5% | -15.7% |
| 3M | -10.6% | -2.4% | -8.2% | -10.8% |
| 6M | -19.6% | -2.7% | -16.9% | -19.7% |
| YTD | -37.2% | +7.3% | -44.5% | -37.0% |
| 1Y | -57.1% | +7.5% | -64.6% | -56.9% |
| 3Y | +178.2% | +46.2% | +132.0% | +179.6% |
| All | -16.5% | +26.8% | -43.3% | +1.2% |
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 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