+307.8%
SPY vs AEE
+222.5%
+85.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | -2.0% | +9.7% | -11.7% | -5.2% |
| 3M | -2.8% | +5.9% | -8.7% | -4.9% |
| 6M | +2.1% | +6.7% | -4.6% | -0.7% |
| YTD | +11.5% | +17.4% | -5.9% | +4.3% |
| 1Y | +13.5% | +12.7% | +0.8% | +7.7% |
| 3Y | +77.7% | +68.2% | +9.5% | +42.2% |
| 5Y | +72.6% | +57.3% | +15.3% | +40.7% |
| All | +307.8% | +222.5% | +85.3% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling