+902.7%
BURL vs AEE
+387.6%
+515.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +3.5% | +2.4% | +1.1% | +2.7% |
| 30D | -9.3% | +10.9% | -20.2% | -12.4% |
| 3M | -32.1% | +4.3% | -36.4% | -33.1% |
| 6M | -19.8% | +2.5% | -22.3% | -20.7% |
| YTD | -13.2% | +15.3% | -28.5% | -17.7% |
| 1Y | -7.8% | +14.6% | -22.4% | -12.4% |
| 3Y | +89.3% | +57.5% | +31.8% | +58.1% |
| 5Y | -15.8% | +52.9% | -68.7% | -29.9% |
| 10Y | +262.2% | +205.0% | +57.2% | +157.7% |
| All | +902.7% | +387.6% | +515.1% | +620.2% |
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