+254.8%
SPOT vs AEE
+139.8%
+114.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +8.3% | -1.2% | +9.5% | +8.4% |
| 3M | +5.1% | +1.0% | +4.0% | +4.9% |
| 6M | -6.5% | -2.3% | -4.2% | -6.3% |
| YTD | -9.0% | +9.1% | -18.1% | -10.0% |
| 1Y | -26.4% | +10.6% | -37.0% | -27.3% |
| 3Y | +240.0% | +48.5% | +191.5% | +225.0% |
| 5Y | +111.7% | +39.9% | +71.9% | +103.3% |
| All | +254.8% | +139.8% | +114.9% | +269.7% |
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