-13.0%
EFX vs AEE
+48.1%
-61.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -9.4% | +1.1% | -10.4% | -9.7% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | +0.1% | -0.9% | +1.0% | +0.5% |
| 6M | -17.3% | -2.4% | -14.9% | -16.7% |
| YTD | -21.8% | +8.6% | -30.5% | -24.7% |
| 1Y | -32.5% | +10.2% | -42.7% | -35.5% |
| All | -13.0% | +48.1% | -61.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling