+73.5%
XYZ vs AEE
+59.5%
+14.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | +14.9% | +2.3% | +12.6% | +14.6% |
| 30D | +14.7% | +11.6% | +3.1% | +13.8% |
| 3M | +12.1% | +5.5% | +6.6% | +11.6% |
| 6M | +18.3% | +6.0% | +12.3% | +17.8% |
| YTD | +36.1% | +16.6% | +19.5% | +33.5% |
| 1Y | +35.3% | +12.1% | +23.3% | +33.8% |
| 3Y | +73.5% | +64.2% | +9.3% | +45.9% |
| All | +73.5% | +59.5% | +14.0% | +45.9% |
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