+76.5%
DE vs AEE
+46.3%
+30.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +9.7% | -2.0% | +11.7% | +10.3% |
| 3M | +21.4% | -2.8% | +24.2% | +22.0% |
| 6M | +15.0% | -3.6% | +18.6% | +15.8% |
| YTD | +46.4% | +7.3% | +39.1% | +42.9% |
| 1Y | +45.6% | +8.7% | +36.9% | +41.3% |
| All | +76.5% | +46.3% | +30.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling