+196.5%
ECL vs AEE
+216.2%
-19.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | +8.3% | +9.7% | -1.4% | +3.2% |
| 3M | +8.4% | +5.8% | +2.6% | +5.2% |
| 6M | +23.3% | +4.5% | +18.8% | +20.2% |
| YTD | +18.2% | +15.8% | +2.4% | +9.0% |
| 1Y | +18.8% | +10.8% | +8.0% | +12.0% |
| 3Y | +78.5% | +62.8% | +15.7% | +35.3% |
| 5Y | +40.1% | +56.1% | -16.0% | +7.8% |
| 10Y | +196.5% | +216.4% | -20.0% | +97.9% |
| All | +196.5% | +216.2% | -19.8% | +97.9% |
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