+65.7%
T vs AEE
+40.3%
+25.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -3.1% | +1.1% | -4.1% | -3.5% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | +12.2% | -0.9% | +13.1% | +12.8% |
| 6M | -6.5% | -2.4% | -4.1% | -5.5% |
| YTD | +4.9% | +8.6% | -3.7% | +1.0% |
| 1Y | -10.5% | +10.2% | -20.6% | -14.5% |
| 3Y | +104.6% | +47.8% | +56.8% | +71.4% |
| All | +65.7% | +40.3% | +25.4% | +37.3% |
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