+310.8%
EAT vs AEE
+222.5%
+88.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -4.0% | +1.7% | -5.7% | -4.6% |
| 30D | -2.9% | +9.7% | -12.6% | -6.4% |
| 3M | -16.9% | +5.9% | -22.8% | -18.8% |
| 6M | +57.0% | +6.7% | +50.3% | +52.2% |
| YTD | +38.2% | +17.4% | +20.8% | +28.3% |
| 1Y | +69.3% | +12.7% | +56.6% | +59.8% |
| 3Y | +483.0% | +68.2% | +414.8% | +359.6% |
| 5Y | +364.1% | +57.3% | +306.8% | +271.0% |
| All | +310.8% | +222.5% | +88.3% | +220.4% |
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