+296.4%
SPGI vs AEE
+186.8%
+109.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -3.1% | +1.1% | -4.1% | -3.5% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +4.3% | -0.9% | +5.2% | +4.6% |
| 6M | -0.2% | -2.4% | +2.2% | +0.3% |
| YTD | -14.8% | +8.6% | -23.4% | -18.4% |
| 1Y | -18.5% | +10.2% | -28.7% | -22.6% |
| 3Y | +16.0% | +47.8% | -31.9% | -4.0% |
| 5Y | +2.2% | +40.1% | -37.9% | -13.9% |
| 10Y | +296.4% | +195.0% | +101.4% | +178.1% |
| All | +296.4% | +186.8% | +109.7% | +178.1% |
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