+4,427.5%
SPGI vs AEE
+885.6%
+3,541.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -2.0% |
| 30D | +15.5% | +11.6% | +3.9% | +9.2% |
| 3M | +15.7% | +5.5% | +10.2% | +12.4% |
| 6M | +19.1% | +6.0% | +13.0% | +15.1% |
| YTD | -4.1% | +16.6% | -20.6% | -12.3% |
| 1Y | +1.2% | +12.1% | -10.9% | -5.6% |
| 3Y | +31.6% | +64.2% | -32.6% | -1.0% |
| 5Y | +12.4% | +59.1% | -46.7% | -14.9% |
| 10Y | +334.3% | +210.2% | +124.1% | +116.9% |
| All | +4,427.5% | +885.6% | +3,541.9% | +1,110.8% |
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 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