+65.8%
EMR vs AEE
+39.2%
+26.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +0.9% | +1.1% | -0.1% | +0.6% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | +5.9% | -0.9% | +6.8% | +6.0% |
| 6M | +7.3% | -2.4% | +9.7% | +7.8% |
| YTD | +14.6% | +8.6% | +5.9% | +10.9% |
| 1Y | +15.6% | +10.2% | +5.5% | +11.3% |
| 3Y | +60.2% | +47.8% | +12.3% | +37.3% |
| 5Y | +65.8% | +40.1% | +25.7% | +41.4% |
| All | +65.8% | +39.2% | +26.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling