+856.1%
EEM vs AEE
+612.0%
+244.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +3.1% | +1.3% | +1.8% | +2.3% |
| 30D | +4.9% | -1.2% | +6.1% | +5.5% |
| 3M | +5.2% | +1.0% | +4.2% | +3.9% |
| 6M | +20.7% | -2.3% | +23.0% | +21.0% |
| YTD | +26.5% | +9.1% | +17.3% | +18.7% |
| 1Y | +37.8% | +10.6% | +27.3% | +28.0% |
| 3Y | +91.0% | +48.5% | +42.5% | +44.3% |
| 5Y | +47.0% | +39.9% | +7.2% | +11.6% |
| 10Y | +125.6% | +185.7% | -60.1% | -11.3% |
| All | +856.1% | +612.0% | +244.0% | +74.5% |
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