+335.2%
AEIS vs AEE
+222.5%
+112.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +11.5% | +1.7% | +9.8% | +10.8% |
| 30D | -15.8% | +9.7% | -25.5% | -18.9% |
| 3M | -33.3% | +5.9% | -39.2% | -34.9% |
| 6M | -35.2% | +6.7% | -41.9% | -37.3% |
| YTD | +5.0% | +17.4% | -12.3% | -2.1% |
| 1Y | +8.5% | +12.7% | -4.2% | +2.7% |
| 3Y | +152.9% | +68.2% | +84.7% | +98.4% |
| 5Y | +144.6% | +57.3% | +87.3% | +94.6% |
| All | +335.2% | +222.5% | +112.7% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling