+312.6%
EAT vs AEE
+39.2%
+273.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -6.8% | +1.1% | -7.8% | -7.1% |
| 30D | -5.4% | 0.0% | -5.4% | -5.4% |
| 3M | +42.8% | -0.9% | +43.7% | +42.7% |
| 6M | +56.5% | -2.4% | +58.9% | +57.0% |
| YTD | +50.0% | +8.6% | +41.4% | +44.5% |
| 1Y | +38.3% | +10.2% | +28.1% | +32.5% |
| 3Y | +591.6% | +47.8% | +543.8% | +493.2% |
| 5Y | +312.6% | +40.1% | +272.5% | +258.7% |
| All | +312.6% | +39.2% | +273.5% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling