+4,466.2%
SPGI vs AEE
+879.2%
+3,586.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -1.4% | +0.2% | -1.5% | -1.5% |
| 30D | +15.3% | +9.7% | +5.5% | +9.9% |
| 3M | +16.5% | +5.8% | +10.7% | +13.1% |
| 6M | +19.8% | +4.5% | +15.4% | +16.7% |
| YTD | -3.2% | +15.8% | -19.1% | -11.2% |
| 1Y | +1.8% | +10.8% | -9.0% | -4.5% |
| 3Y | +30.6% | +62.8% | -32.2% | -1.3% |
| 5Y | +16.0% | +56.1% | -40.1% | -11.3% |
| 10Y | +338.6% | +216.4% | +122.1% | +116.6% |
| All | +4,466.2% | +879.2% | +3,586.9% | +1,125.2% |
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