+2,997.6%
ECL vs AEE
+882.7%
+2,114.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | +3.0% | -2.6% | -1.0% |
| 30D | +8.6% | +11.2% | -2.7% | +3.1% |
| 3M | +7.9% | +7.0% | +0.9% | +4.3% |
| 6M | +21.0% | +5.7% | +15.3% | +17.6% |
| YTD | +17.5% | +16.2% | +1.3% | +8.9% |
| 1Y | +19.7% | +12.0% | +7.6% | +12.7% |
| 3Y | +77.4% | +63.4% | +14.1% | +37.5% |
| 5Y | +38.7% | +56.0% | -17.3% | +9.2% |
| 10Y | +193.5% | +217.4% | -23.9% | +62.6% |
| All | +2,997.6% | +882.7% | +2,114.9% | +813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling