-86.3%
SPXU vs AEE
+38.7%
-125.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | +2.5% | -0.8% | +3.3% | +1.9% |
| 30D | +4.2% | -2.9% | +7.1% | +1.9% |
| 3M | -9.3% | -2.4% | -6.9% | -10.9% |
| 6M | -30.7% | -2.7% | -28.0% | -32.1% |
| YTD | -28.1% | +7.3% | -35.4% | -23.3% |
| 1Y | -35.2% | +7.5% | -42.8% | -30.7% |
| 3Y | -79.9% | +46.2% | -126.1% | -70.5% |
| All | -86.3% | +38.7% | -125.0% | -78.8% |
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 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