-53.3%
W vs AEE
+57.9%
-111.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +1.1% | +3.0% | -1.9% | +0.2% |
| 30D | +6.4% | +11.2% | -4.8% | +2.9% |
| 3M | +9.0% | +7.0% | +2.0% | +6.7% |
| 6M | +69.8% | +5.7% | +64.1% | +66.6% |
| YTD | +12.1% | +16.2% | -4.2% | +5.4% |
| 1Y | 0.0% | +12.0% | -12.0% | -4.6% |
| 3Y | +160.3% | +63.4% | +97.0% | +102.9% |
| 5Y | -53.3% | +56.0% | -109.3% | -63.4% |
| All | -53.3% | +57.9% | -111.2% | -63.4% |
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 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