+104.5%
ED vs AEE
+191.1%
-86.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.2% |
| 30D | -0.4% | -2.9% | +2.5% | +1.9% |
| 3M | +0.5% | -2.4% | +2.9% | +2.2% |
| 6M | -3.1% | -2.7% | -0.4% | -1.3% |
| YTD | +9.8% | +7.3% | +2.6% | +3.6% |
| 1Y | +12.6% | +7.5% | +5.0% | +6.0% |
| 3Y | +31.4% | +46.2% | -14.8% | -3.8% |
| 5Y | +69.4% | +39.7% | +29.7% | +28.0% |
| All | +104.5% | +191.1% | -86.7% | -15.8% |
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