+163.6%
W vs AEE
+297.0%
-133.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -7.6% | -2.3% | -5.3% | -6.8% |
| 3M | +37.2% | +0.2% | +36.9% | +36.8% |
| 6M | +26.3% | -4.7% | +31.1% | +27.9% |
| YTD | -1.0% | +8.1% | -9.1% | -4.6% |
| 1Y | +20.1% | +8.5% | +11.5% | +15.5% |
| 3Y | +37.8% | +48.9% | -11.1% | +15.1% |
| 5Y | -63.7% | +39.9% | -103.6% | -69.0% |
| 10Y | +156.3% | +186.5% | -30.2% | +86.3% |
| All | +163.6% | +297.0% | -133.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling