+343.3%
SPGI vs AEE
+222.5%
+120.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +15.9% | +9.7% | +6.2% | +11.5% |
| 3M | +12.3% | +5.9% | +6.4% | +9.6% |
| 6M | +23.7% | +6.7% | +17.0% | +20.1% |
| YTD | -3.5% | +17.4% | -20.9% | -10.6% |
| 1Y | +0.4% | +12.7% | -12.2% | -5.3% |
| 3Y | +29.9% | +68.2% | -38.3% | +1.7% |
| 5Y | +15.2% | +57.3% | -42.1% | -7.6% |
| All | +343.3% | +222.5% | +120.8% | +215.3% |
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