+43.6%
EEM vs AEE
+38.5%
+5.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +2.4% | -2.0% | +4.4% | +2.6% |
| 3M | +4.2% | -2.8% | +7.0% | +4.3% |
| 6M | +14.8% | -3.6% | +18.4% | +15.0% |
| YTD | +23.1% | +7.3% | +15.8% | +21.3% |
| 1Y | +32.5% | +8.7% | +23.8% | +30.2% |
| 3Y | +85.9% | +46.0% | +39.9% | +73.1% |
| 5Y | +43.6% | +39.8% | +3.8% | +33.4% |
| All | +43.6% | +38.5% | +5.0% | +33.4% |
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