+1,941.0%
AEIS vs AEE
+816.1%
+1,124.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +8.1% | +0.6% | +7.5% | +7.8% |
| 30D | -11.1% | -1.9% | -9.2% | -10.3% |
| 3M | -5.6% | +0.3% | -6.0% | -6.4% |
| 6M | -0.6% | -3.0% | +2.3% | 0.0% |
| YTD | +38.0% | +8.4% | +29.7% | +31.7% |
| 1Y | +87.2% | +9.8% | +77.5% | +76.9% |
| 3Y | +179.7% | +47.4% | +132.2% | +122.4% |
| 5Y | +241.7% | +38.9% | +202.9% | +175.3% |
| 10Y | +547.2% | +183.7% | +363.5% | +241.9% |
| All | +1,941.0% | +816.1% | +1,124.8% | +624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling