+11.9%
EL vs AEE
+9.0%
+2.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.3% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +10.3% | -2.0% | +12.2% | +10.2% |
| 3M | +13.4% | -2.8% | +16.2% | +13.1% |
| 6M | +3.1% | -3.6% | +6.7% | +3.3% |
| YTD | -6.9% | +7.3% | -14.2% | -7.6% |
| 1Y | +11.9% | +8.7% | +3.2% | +13.6% |
| All | +11.9% | +9.0% | +2.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling