+17.8%
YUM vs AEE
+46.3%
-28.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -0.8% | -5.3% | -5.8% |
| 30D | -5.8% | -2.9% | -2.9% | -4.9% |
| 3M | -7.6% | -2.4% | -5.2% | -6.9% |
| 6M | -9.1% | -2.7% | -6.4% | -8.5% |
| YTD | -5.5% | +7.3% | -12.8% | -8.1% |
| 1Y | -3.7% | +7.5% | -11.3% | -6.4% |
| 3Y | +17.8% | +46.2% | -28.4% | +4.6% |
| All | +17.8% | +46.3% | -28.5% | +4.6% |
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