+110.6%
SPOT vs AEE
+38.5%
+72.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -6.9% | -0.7% | -6.2% | -6.8% |
| 30D | +4.1% | -2.0% | +6.1% | +4.4% |
| 3M | +3.7% | -2.8% | +6.5% | +4.0% |
| 6M | -1.6% | -3.6% | +2.0% | -1.3% |
| YTD | -10.2% | +7.3% | -17.5% | -11.3% |
| 1Y | -25.9% | +8.7% | -34.6% | -27.0% |
| 3Y | +235.6% | +46.0% | +189.6% | +216.8% |
| 5Y | +110.6% | +39.8% | +70.8% | +94.5% |
| All | +110.6% | +38.5% | +72.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling