+2,719.3%
ECL vs AEE
+813.9%
+1,905.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | -2.2% | -2.3% | +0.1% | -1.1% |
| 3M | +10.1% | +0.2% | +9.9% | +9.8% |
| 6M | -5.7% | -4.7% | -1.0% | -3.7% |
| YTD | +7.0% | +8.1% | -1.1% | +2.7% |
| 1Y | +2.7% | +8.5% | -5.9% | -1.7% |
| 3Y | +57.7% | +48.9% | +8.8% | +27.6% |
| 5Y | +31.1% | +39.9% | -8.8% | +8.8% |
| 10Y | +150.9% | +186.5% | -35.7% | +45.7% |
| All | +2,719.3% | +813.9% | +1,905.5% | +761.1% |
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