+210.1%
W vs AEE
+222.5%
-12.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | +6.8% | +9.7% | -2.9% | +3.3% |
| 3M | +10.7% | +5.9% | +4.7% | +8.4% |
| 6M | +86.3% | +6.7% | +79.6% | +81.6% |
| YTD | +11.5% | +17.4% | -5.9% | +4.0% |
| 1Y | +5.1% | +12.7% | -7.6% | -0.3% |
| 3Y | +171.0% | +68.2% | +102.8% | +113.4% |
| 5Y | -56.6% | +57.3% | -113.9% | -64.9% |
| All | +210.1% | +222.5% | -12.4% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling