-41.2%
TECH vs AEE
+56.6%
-97.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.2% | +3.0% | -2.8% | -0.9% |
| 30D | +0.5% | +11.2% | -10.7% | -3.5% |
| 3M | +1.1% | +7.0% | -5.9% | -1.6% |
| 6M | +51.0% | +5.7% | +45.3% | +47.5% |
| YTD | +24.4% | +16.2% | +8.1% | +16.4% |
| 1Y | +27.4% | +12.0% | +15.4% | +21.2% |
| 3Y | +28.5% | +63.4% | -34.9% | +2.2% |
| All | -41.2% | +56.6% | -97.8% | -51.5% |
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