-27.5%
TER vs AEE
+4.7%
-32.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.0% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | -30.8% | +9.7% | -40.5% | -23.8% |
| 3M | -29.9% | +5.8% | -35.8% | -25.7% |
| 6M | -27.5% | +4.5% | -31.9% | -25.0% |
| All | -27.5% | +4.7% | -32.1% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling