+240.7%
BURL vs AEE
+202.7%
+38.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +2.1% | +2.0% | +3.3% |
| 30D | -9.5% | +11.4% | -20.8% | -13.0% |
| 3M | -33.5% | +5.0% | -38.5% | -34.7% |
| 6M | -22.1% | +4.4% | -26.5% | -23.5% |
| YTD | -14.6% | +15.4% | -30.0% | -19.5% |
| 1Y | -8.4% | +13.8% | -22.1% | -13.2% |
| 3Y | +86.6% | +58.0% | +28.5% | +52.3% |
| 5Y | -17.2% | +52.9% | -70.1% | -32.6% |
| All | +240.7% | +202.7% | +38.0% | +145.4% |
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