+356.2%
AEE vs EFV
+256.4%
+99.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.3% |
| 7D | +1.3% | +1.0% | +0.3% | +0.8% |
| 30D | -1.2% | +0.2% | -1.4% | -1.4% |
| 3M | +1.0% | +9.6% | -8.6% | -3.8% |
| 6M | -2.3% | +14.0% | -16.3% | -9.0% |
| YTD | +9.1% | +18.5% | -9.3% | -0.5% |
| 1Y | +10.6% | +27.9% | -17.3% | -3.2% |
| 3Y | +48.5% | +92.4% | -43.9% | +4.3% |
| 5Y | +39.9% | +97.2% | -57.3% | -4.2% |
| 10Y | +185.7% | +163.0% | +22.7% | +62.8% |
| All | +356.2% | +256.4% | +99.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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