+77.4%
ECL vs AEE
+62.0%
+15.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | +3.0% | -2.6% | -0.6% |
| 30D | +8.6% | +11.2% | -2.7% | +4.5% |
| 3M | +7.9% | +7.0% | +0.9% | +5.2% |
| 6M | +21.0% | +5.7% | +15.3% | +18.5% |
| YTD | +17.5% | +16.2% | +1.3% | +11.4% |
| 1Y | +19.7% | +12.0% | +7.6% | +14.8% |
| 3Y | +77.4% | +63.4% | +14.1% | +56.7% |
| All | +77.4% | +62.0% | +15.4% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling