+973.4%
ED vs AEE
+892.1%
+81.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +2.1% | +1.7% | +0.4% | +0.9% |
| 30D | +10.4% | +9.7% | +0.7% | +3.5% |
| 3M | +12.5% | +5.9% | +6.6% | +8.1% |
| 6M | +14.9% | +6.7% | +8.2% | +9.7% |
| YTD | +24.8% | +17.4% | +7.5% | +11.4% |
| 1Y | +23.8% | +12.7% | +11.2% | +13.7% |
| 3Y | +51.6% | +68.2% | -16.6% | +4.5% |
| 5Y | +86.4% | +57.3% | +29.1% | +34.5% |
| 10Y | +145.4% | +220.6% | -75.2% | +8.8% |
| All | +973.4% | +892.1% | +81.3% | +84.9% |
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