+9.3%
W vs AEE
+8.8%
+0.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -4.2% | -2.9% | -1.3% | -4.6% |
| 3M | +26.9% | -2.4% | +29.3% | +27.0% |
| 6M | +31.2% | -2.7% | +33.9% | +31.4% |
| YTD | -1.8% | +7.3% | -9.1% | -3.0% |
| 1Y | +9.3% | +7.5% | +1.8% | +5.2% |
| All | +9.3% | +8.8% | +0.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling