+13.5%
U vs AEE
+49.7%
-36.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.7% |
| 7D | +4.5% | +1.3% | +3.2% | +4.6% |
| 30D | -0.6% | -1.2% | +0.7% | -0.8% |
| 3M | +48.4% | +1.0% | +47.4% | +48.7% |
| 6M | +115.4% | -2.3% | +117.6% | +115.2% |
| YTD | -3.2% | +9.1% | -12.3% | -3.1% |
| 1Y | -6.0% | +10.6% | -16.6% | -6.3% |
| 3Y | +13.5% | +48.5% | -35.0% | +1.9% |
| All | +13.5% | +49.7% | -36.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling