+255.1%
BURL vs AEE
+205.5%
+49.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +7.7% | +2.3% | +5.4% | +6.9% |
| 30D | -7.1% | +11.6% | -18.7% | -10.8% |
| 3M | -30.3% | +5.5% | -35.8% | -31.6% |
| 6M | -15.5% | +6.0% | -21.6% | -17.6% |
| YTD | -11.0% | +16.6% | -27.6% | -16.4% |
| 1Y | -8.4% | +12.1% | -20.5% | -12.7% |
| 3Y | +96.7% | +64.2% | +32.5% | +58.1% |
| 5Y | -14.1% | +59.1% | -73.2% | -31.3% |
| 10Y | +255.1% | +210.2% | +44.9% | +153.8% |
| All | +255.1% | +205.5% | +49.5% | +153.8% |
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