+81.9%
ED vs AEE
+57.9%
+24.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | +2.1% | +3.0% | -0.9% | -0.2% |
| 30D | +12.4% | +11.2% | +1.2% | +3.6% |
| 3M | +13.1% | +7.0% | +6.1% | +7.4% |
| 6M | +14.1% | +5.7% | +8.4% | +9.0% |
| YTD | +23.1% | +16.2% | +6.8% | +9.2% |
| 1Y | +25.4% | +12.0% | +13.4% | +14.5% |
| 3Y | +47.9% | +63.4% | -15.5% | -0.5% |
| 5Y | +81.9% | +56.0% | +25.8% | +26.8% |
| All | +81.9% | +57.9% | +24.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling