+367.4%
EAT vs AEE
+191.1%
+176.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.7% | -0.8% | -6.9% | -7.4% |
| 30D | -13.6% | -2.9% | -10.7% | -12.7% |
| 3M | +33.9% | -2.4% | +36.3% | +34.7% |
| 6M | +47.2% | -2.7% | +49.9% | +47.9% |
| YTD | +48.1% | +7.3% | +40.8% | +42.6% |
| 1Y | +33.7% | +7.5% | +26.1% | +28.5% |
| 3Y | +595.8% | +46.2% | +549.6% | +482.7% |
| 5Y | +314.4% | +39.7% | +274.7% | +249.1% |
| All | +367.4% | +191.1% | +176.3% | +280.9% |
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