+851.5%
DE vs AEE
+191.1%
+660.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +9.0% | -2.9% | +11.9% | +10.2% |
| 3M | +19.1% | -2.4% | +21.5% | +19.9% |
| 6M | +14.4% | -2.7% | +17.1% | +15.2% |
| YTD | +45.9% | +7.3% | +38.7% | +41.6% |
| 1Y | +43.6% | +7.5% | +36.1% | +38.9% |
| 3Y | +75.9% | +46.2% | +29.7% | +49.4% |
| 5Y | +98.8% | +39.7% | +59.1% | +70.3% |
| All | +851.5% | +191.1% | +660.3% | +629.1% |
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