+87.4%
AEIS vs AEE
+8.8%
+78.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.0% | +0.3% | +2.6% | +3.0% |
| 30D | -14.6% | -2.3% | -12.4% | -14.7% |
| 3M | -12.4% | +0.2% | -12.7% | -14.3% |
| 6M | -15.0% | -4.7% | -10.2% | -15.5% |
| YTD | +34.3% | +8.1% | +26.2% | +35.4% |
| 1Y | +87.4% | +8.5% | +78.8% | +94.3% |
| All | +87.4% | +8.8% | +78.6% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling