+69.3%
EAT vs AEE
+12.0%
+57.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.0% |
| 30D | -2.9% | +9.7% | -12.6% | -2.4% |
| 3M | -16.9% | +5.9% | -22.8% | -16.8% |
| 6M | +57.0% | +6.7% | +50.3% | +57.9% |
| YTD | +38.2% | +17.4% | +20.8% | +35.8% |
| 1Y | +69.3% | +12.7% | +56.6% | +73.8% |
| All | +69.3% | +12.0% | +57.3% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling