+233.9%
BURL vs AEE
+219.0%
+14.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -4.3% | +8.8% | -13.2% | -7.2% |
| 3M | -28.8% | +5.1% | -33.8% | -30.0% |
| 6M | -12.8% | +5.2% | -18.0% | -14.6% |
| YTD | -12.8% | +16.1% | -28.9% | -18.0% |
| 1Y | -12.3% | +10.4% | -22.7% | -15.9% |
| 3Y | +92.7% | +63.1% | +29.6% | +55.3% |
| 5Y | -6.5% | +55.6% | -62.1% | -24.5% |
| All | +233.9% | +219.0% | +14.9% | +147.8% |
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