+851.8%
ED vs AEE
+813.9%
+37.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -0.1% | -2.3% | +2.1% | +1.5% |
| 3M | +3.9% | +0.2% | +3.7% | +3.7% |
| 6M | -3.0% | -4.7% | +1.7% | +0.1% |
| YTD | +10.7% | +8.1% | +2.6% | +4.6% |
| 1Y | +13.3% | +8.5% | +4.8% | +6.8% |
| 3Y | +34.5% | +48.9% | -14.4% | +0.9% |
| 5Y | +67.1% | +39.9% | +27.2% | +30.8% |
| 10Y | +103.0% | +186.5% | -83.5% | -2.8% |
| All | +851.8% | +813.9% | +37.9% | +73.6% |
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