+113.5%
ENB vs AEE
+222.5%
-109.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +3.1% | +1.7% | +1.4% | +2.4% |
| 30D | +2.1% | +9.7% | -7.6% | -1.8% |
| 3M | -4.4% | +5.9% | -10.4% | -6.7% |
| 6M | -10.1% | +6.7% | -16.8% | -12.6% |
| YTD | +5.2% | +17.4% | -12.2% | -1.8% |
| 1Y | +4.2% | +12.7% | -8.4% | -1.1% |
| 3Y | +70.1% | +68.2% | +1.9% | +36.0% |
| 5Y | +59.4% | +57.3% | +2.1% | +30.2% |
| All | +113.5% | +222.5% | -109.0% | +41.2% |
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