-100.0%
SPXU vs AEE
+728.9%
-828.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +0.9% |
| 7D | +1.3% | +1.1% | +0.2% | +2.5% |
| 30D | +5.1% | 0.0% | +5.1% | +5.1% |
| 3M | -9.1% | -0.9% | -8.2% | -10.6% |
| 6M | -29.6% | -2.4% | -27.2% | -32.0% |
| YTD | -27.7% | +8.6% | -36.3% | -20.6% |
| 1Y | -37.0% | +10.2% | -47.1% | -29.6% |
| 3Y | -80.2% | +47.8% | -128.0% | -66.8% |
| 5Y | -86.0% | +40.1% | -126.1% | -75.2% |
| 10Y | -99.5% | +195.0% | -294.6% | -96.7% |
| All | -100.0% | +728.9% | -828.9% | -99.4% |
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