+1,014.4%
EL vs AEE
+813.9%
+200.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +19.8% | -2.3% | +22.1% | +20.9% |
| 3M | +25.7% | +0.2% | +25.5% | +25.1% |
| 6M | +5.4% | -4.7% | +10.2% | +6.9% |
| YTD | +0.2% | +8.1% | -7.9% | -3.6% |
| 1Y | +20.4% | +8.5% | +11.9% | +15.4% |
| 3Y | -32.1% | +48.9% | -81.0% | -43.6% |
| 5Y | -67.2% | +39.9% | -107.1% | -72.2% |
| 10Y | +31.7% | +186.5% | -154.8% | -19.0% |
| All | +1,014.4% | +813.9% | +200.5% | +345.6% |
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 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