+311.2%
SPY vs AEE
+191.3%
+119.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -1.7% | -2.0% | +0.3% | -1.0% |
| 3M | +4.7% | -2.8% | +7.6% | +5.5% |
| 6M | +12.5% | -3.6% | +16.1% | +13.4% |
| YTD | +11.7% | +7.3% | +4.4% | +8.0% |
| 1Y | +17.5% | +8.7% | +8.8% | +12.9% |
| 3Y | +76.6% | +46.0% | +30.5% | +49.2% |
| 5Y | +82.0% | +39.8% | +42.3% | +55.4% |
| All | +311.2% | +191.3% | +119.9% | +194.2% |
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