+16,266.3%
EME vs AEE
+818.5%
+15,447.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +2.7% | +1.1% | +1.7% | +2.2% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -8.8% | -0.9% | -7.9% | -9.0% |
| 6M | +5.0% | -2.4% | +7.4% | +5.3% |
| YTD | +23.5% | +8.6% | +14.8% | +17.1% |
| 1Y | +21.3% | +10.2% | +11.2% | +13.9% |
| 3Y | +241.1% | +47.8% | +193.2% | +167.9% |
| 5Y | +549.2% | +40.1% | +509.0% | +417.1% |
| 10Y | +1,306.4% | +195.0% | +1,111.4% | +585.6% |
| All | +16,266.3% | +818.5% | +15,447.9% | +4,512.0% |
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