+263.6%
EMR vs AEE
+191.3%
+72.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -1.2% | -0.7% | -0.6% | -1.0% |
| 30D | -9.4% | -2.0% | -7.5% | -8.8% |
| 3M | +8.6% | -2.8% | +11.4% | +9.4% |
| 6M | +6.7% | -3.6% | +10.3% | +7.7% |
| YTD | +13.1% | +7.3% | +5.7% | +9.7% |
| 1Y | +12.7% | +8.7% | +4.0% | +8.8% |
| 3Y | +58.1% | +46.0% | +12.1% | +35.3% |
| 5Y | +63.6% | +39.8% | +23.9% | +41.6% |
| All | +263.6% | +191.3% | +72.4% | +195.2% |
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