-10.3%
BURL vs AEE
+56.4%
-66.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | -7.7% | +9.7% | -17.5% | -9.8% |
| 3M | -31.7% | +5.9% | -37.6% | -32.6% |
| 6M | -15.2% | +6.7% | -21.9% | -16.7% |
| YTD | -15.9% | +17.4% | -33.3% | -19.7% |
| 1Y | -14.2% | +12.7% | -26.9% | -17.1% |
| 3Y | +93.5% | +68.2% | +25.3% | +61.8% |
| All | -10.3% | +56.4% | -66.7% | -21.8% |
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 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