-68.3%
U vs AEE
+39.2%
-107.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +4.4% | +1.1% | +3.3% | +4.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +49.6% | -0.9% | +50.5% | +49.5% |
| 6M | +100.2% | -2.4% | +102.6% | +100.2% |
| YTD | -3.7% | +8.6% | -12.3% | -6.1% |
| 1Y | -6.5% | +10.2% | -16.7% | -9.5% |
| 3Y | +12.9% | +47.8% | -34.9% | -3.1% |
| 5Y | -68.3% | +40.1% | -108.4% | -70.9% |
| All | -68.3% | +39.2% | -107.4% | -70.9% |
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 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