+155.6%
ECL vs AEE
+186.8%
-31.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -3.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | +3.2% | -0.9% | +4.1% | +3.5% |
| 6M | -2.9% | -2.4% | -0.5% | -2.0% |
| YTD | +4.3% | +8.6% | -4.4% | -0.5% |
| 1Y | +1.6% | +10.2% | -8.5% | -3.7% |
| 3Y | +54.3% | +47.8% | +6.4% | +23.4% |
| 5Y | +26.5% | +40.1% | -13.6% | +3.5% |
| 10Y | +155.6% | +195.0% | -39.4% | +71.5% |
| All | +155.6% | +186.8% | -31.2% | +71.5% |
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