+24.4%
EL vs AEE
+191.1%
-166.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.2% |
| 30D | +11.1% | -2.9% | +14.1% | +12.4% |
| 3M | +10.7% | -2.4% | +13.1% | +11.4% |
| 6M | +6.9% | -2.7% | +9.6% | +7.4% |
| YTD | -6.3% | +7.3% | -13.6% | -9.7% |
| 1Y | +13.5% | +7.5% | +5.9% | +9.0% |
| 3Y | -33.1% | +46.2% | -79.3% | -44.4% |
| 5Y | -68.8% | +39.7% | -108.5% | -73.7% |
| All | +24.4% | +191.1% | -166.8% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling