-2.4%
U vs AEE
+9.0%
-11.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -2.0% |
| 7D | 0.0% | -0.7% | +0.6% | -0.5% |
| 30D | -4.1% | -2.0% | -2.1% | -5.5% |
| 3M | +57.8% | -2.8% | +60.6% | +56.0% |
| 6M | +103.5% | -3.6% | +107.1% | +100.3% |
| YTD | -4.8% | +7.3% | -12.1% | +6.2% |
| 1Y | -2.4% | +8.7% | -11.1% | +9.4% |
| All | -2.4% | +9.0% | -11.4% | +9.4% |
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 · 6 months rolling