+1,099.1%
EL vs AEE
+892.1%
+206.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +1.5% | +1.7% | -0.2% | +0.8% |
| 30D | +10.0% | +9.7% | +0.3% | +5.8% |
| 3M | +28.4% | +5.9% | +22.5% | +25.2% |
| 6M | +37.1% | +6.7% | +30.4% | +32.9% |
| YTD | +7.8% | +17.4% | -9.5% | +0.2% |
| 1Y | +26.0% | +12.7% | +13.4% | +19.0% |
| 3Y | +3.8% | +68.2% | -64.4% | -17.9% |
| 5Y | -65.2% | +57.3% | -122.5% | -71.9% |
| 10Y | +62.1% | +220.6% | -158.5% | -4.7% |
| All | +1,099.1% | +892.1% | +206.9% | +363.3% |
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 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