+152.3%
W vs AEE
+191.3%
-39.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -5.6% | -2.0% | -3.6% | -4.9% |
| 3M | +41.9% | -2.8% | +44.7% | +43.2% |
| 6M | +30.2% | -3.6% | +33.8% | +31.4% |
| YTD | -2.9% | +7.3% | -10.3% | -6.4% |
| 1Y | +11.6% | +8.7% | +2.9% | +7.0% |
| 3Y | +37.0% | +46.0% | -9.1% | +14.1% |
| 5Y | -62.8% | +39.8% | -102.6% | -68.6% |
| All | +152.3% | +191.3% | -39.0% | +98.5% |
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