+2,981.2%
ECL vs AEE
+881.3%
+2,099.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | +6.6% | +8.8% | -2.3% | +2.3% |
| 3M | +9.6% | +5.1% | +4.6% | +7.0% |
| 6M | +21.6% | +5.2% | +16.4% | +18.4% |
| YTD | +16.9% | +16.1% | +0.8% | +8.4% |
| 1Y | +17.9% | +10.4% | +7.4% | +11.9% |
| 3Y | +76.5% | +63.1% | +13.4% | +36.8% |
| 5Y | +36.6% | +55.6% | -19.0% | +7.7% |
| 10Y | +193.2% | +217.1% | -24.0% | +62.5% |
| All | +2,981.2% | +881.3% | +2,099.9% | +808.9% |
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