-41.8%
TECH vs AEE
+39.2%
-81.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.1% | +1.1% | -1.1% | -0.5% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +32.9% | -0.9% | +33.8% | +33.2% |
| 6M | +32.1% | -2.4% | +34.5% | +32.8% |
| YTD | +23.4% | +8.6% | +14.7% | +18.6% |
| 1Y | +34.1% | +10.2% | +23.9% | +27.9% |
| 3Y | +2.2% | +47.8% | -45.6% | -15.2% |
| 5Y | -41.8% | +40.1% | -81.9% | -50.5% |
| All | -41.8% | +39.2% | -81.0% | -50.5% |
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 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