+1,344.7%
EME vs AEE
+191.1%
+1,153.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | -6.3% | -2.9% | -3.4% | -5.5% |
| 3M | -3.8% | -2.4% | -1.3% | -3.4% |
| 6M | +8.5% | -2.7% | +11.2% | +8.8% |
| YTD | +27.8% | +7.3% | +20.5% | +24.1% |
| 1Y | +22.2% | +7.5% | +14.7% | +18.3% |
| 3Y | +253.5% | +46.2% | +207.3% | +204.1% |
| 5Y | +578.6% | +39.7% | +538.9% | +489.0% |
| All | +1,344.7% | +191.1% | +1,153.5% | +1,099.2% |
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