+1,175.7%
SPY vs AEE
+879.2%
+296.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | +9.7% | -12.1% | -6.4% |
| 3M | -1.2% | +5.8% | -7.0% | -3.8% |
| 6M | +3.3% | +4.5% | -1.2% | +0.6% |
| YTD | +12.3% | +15.8% | -3.5% | +4.0% |
| 1Y | +12.4% | +10.8% | +1.7% | +6.2% |
| 3Y | +78.8% | +62.8% | +16.0% | +38.7% |
| 5Y | +75.2% | +56.1% | +19.1% | +36.9% |
| 10Y | +311.1% | +216.4% | +94.7% | +117.8% |
| All | +1,175.7% | +879.2% | +296.5% | +271.6% |
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