+5.2%
SSPC vs AEE
+5.1%
0.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.5% | +5.3% | +6.1% |
| 7D | +11.8% | +4.7% | +7.1% | +8.9% |
| 30D | +44.7% | +13.4% | +31.3% | +38.8% |
| 3M | -40.7% | +4.1% | -44.8% | -40.7% |
| All | +5.2% | +5.1% | 0.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling