+50.4%
USHY vs AEE
+123.2%
-72.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | 0.0% | 0.0% | -0.1% | -0.1% |
| 3M | +0.8% | -0.9% | +1.8% | +0.9% |
| 6M | +1.9% | -2.4% | +4.3% | +2.1% |
| YTD | +2.3% | +8.6% | -6.4% | +0.6% |
| 1Y | +4.1% | +10.2% | -6.0% | +2.2% |
| 3Y | +27.8% | +47.8% | -20.0% | +18.4% |
| 5Y | +21.5% | +40.1% | -18.6% | +13.1% |
| All | +50.4% | +123.2% | -72.8% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling