+1,161.2%
EMR vs AEE
+892.1%
+269.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | +3.7% | +9.7% | -6.1% | -1.0% |
| 3M | +2.0% | +5.9% | -3.9% | -1.0% |
| 6M | +22.1% | +6.7% | +15.4% | +17.6% |
| YTD | +27.2% | +17.4% | +9.9% | +16.5% |
| 1Y | +32.0% | +12.7% | +19.4% | +23.3% |
| 3Y | +103.3% | +68.2% | +35.0% | +52.0% |
| 5Y | +88.2% | +57.3% | +30.9% | +43.8% |
| 10Y | +280.4% | +220.6% | +59.8% | +86.1% |
| All | +1,161.2% | +892.1% | +269.1% | +207.2% |
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 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