-62.4%
W vs AEE
+39.8%
-102.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | -6.2% | -1.2% | -5.0% | -5.9% |
| 3M | +48.9% | +1.0% | +47.9% | +48.2% |
| 6M | +31.2% | -2.3% | +33.5% | +31.6% |
| YTD | -0.4% | +9.1% | -9.6% | -4.4% |
| 1Y | +14.8% | +10.6% | +4.3% | +9.6% |
| 3Y | +40.5% | +48.5% | -8.0% | +15.1% |
| All | -62.4% | +39.8% | -102.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling