+81.7%
SPY vs AEE
+39.2%
+42.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +3.7% | -0.9% | +4.6% | +3.7% |
| 6M | +13.0% | -2.4% | +15.4% | +13.3% |
| YTD | +12.4% | +8.6% | +3.8% | +9.0% |
| 1Y | +18.5% | +10.2% | +8.4% | +14.3% |
| 3Y | +77.6% | +47.8% | +29.8% | +54.5% |
| 5Y | +81.7% | +40.1% | +41.6% | +61.2% |
| All | +81.7% | +39.2% | +42.5% | +61.2% |
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 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