-35.8%
EFX vs AEE
+38.7%
-74.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | -0.8% | -3.8% | -4.2% |
| 30D | -6.1% | -2.9% | -3.2% | -4.9% |
| 3M | +6.2% | -2.4% | +8.6% | +7.4% |
| 6M | -11.2% | -2.7% | -8.5% | -10.4% |
| YTD | -21.4% | +7.3% | -28.7% | -24.6% |
| 1Y | -34.3% | +7.5% | -41.9% | -37.1% |
| 3Y | -12.5% | +46.2% | -58.7% | -28.3% |
| All | -35.8% | +38.7% | -74.5% | -46.3% |
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