+202.3%
ECL vs AEE
+222.5%
-20.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.0% |
| 30D | +7.5% | +9.7% | -2.3% | +2.4% |
| 3M | +12.2% | +5.9% | +6.3% | +8.9% |
| 6M | +24.6% | +6.7% | +17.9% | +20.1% |
| YTD | +18.8% | +17.4% | +1.4% | +8.8% |
| 1Y | +19.3% | +12.7% | +6.7% | +11.6% |
| 3Y | +78.2% | +68.2% | +10.0% | +32.7% |
| 5Y | +38.8% | +57.3% | -18.5% | +6.4% |
| All | +202.3% | +222.5% | -20.2% | +97.4% |
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