+160.3%
W vs AEE
+62.0%
+98.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +1.1% | +3.0% | -1.9% | +0.9% |
| 30D | +6.4% | +11.2% | -4.8% | +5.7% |
| 3M | +9.0% | +7.0% | +2.0% | +8.5% |
| 6M | +69.8% | +5.7% | +64.1% | +69.2% |
| YTD | +12.1% | +16.2% | -4.2% | +10.0% |
| 1Y | 0.0% | +12.0% | -12.0% | -1.3% |
| 3Y | +160.3% | +63.4% | +97.0% | +107.4% |
| All | +160.3% | +62.0% | +98.3% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling