+393.0%
EFA vs AEE
+663.4%
-270.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +1.2% | +1.3% | -0.1% | +0.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.2% |
| 3M | +6.4% | +1.0% | +5.4% | +5.4% |
| 6M | +11.4% | -2.3% | +13.7% | +11.9% |
| YTD | +14.0% | +9.1% | +4.9% | +8.4% |
| 1Y | +20.2% | +10.6% | +9.7% | +13.4% |
| 3Y | +68.2% | +48.5% | +19.7% | +34.5% |
| 5Y | +54.8% | +39.9% | +14.9% | +25.3% |
| 10Y | +142.4% | +185.7% | -43.3% | +22.0% |
| All | +393.0% | +663.4% | -270.3% | +31.4% |
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 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