+960.9%
BURL vs AEE
+357.0%
+603.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -28.2% | -2.3% | -25.9% | -27.6% |
| 3M | -17.6% | +0.2% | -17.8% | -17.8% |
| 6M | -11.8% | -4.7% | -7.0% | -10.6% |
| YTD | -8.1% | +8.1% | -16.2% | -11.0% |
| 1Y | -12.0% | +8.5% | -20.5% | -14.9% |
| 3Y | +63.3% | +48.9% | +14.4% | +38.8% |
| 5Y | -10.8% | +39.9% | -50.7% | -23.5% |
| 10Y | +215.9% | +186.5% | +29.4% | +129.6% |
| All | +960.9% | +357.0% | +603.9% | +678.8% |
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 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