+237.1%
AEIS vs AEE
+39.2%
+197.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | -9.2% | 0.0% | -9.2% | -9.2% |
| 3M | -8.3% | -0.9% | -7.4% | -8.6% |
| 6M | -6.3% | -2.4% | -3.9% | -6.3% |
| YTD | +36.5% | +8.6% | +27.9% | +33.3% |
| 1Y | +84.8% | +10.2% | +74.6% | +79.6% |
| 3Y | +176.6% | +47.8% | +128.8% | +145.3% |
| 5Y | +237.1% | +40.1% | +197.0% | +196.5% |
| All | +237.1% | +39.2% | +197.9% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling