+88.5%
ENB vs AEE
+191.1%
-102.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | -5.9% | -2.9% | -3.0% | -4.7% |
| 3M | -14.2% | -2.4% | -11.8% | -13.4% |
| 6M | -8.6% | -2.7% | -5.9% | -7.7% |
| YTD | +3.9% | +7.3% | -3.4% | +0.8% |
| 1Y | +1.8% | +7.5% | -5.7% | -1.4% |
| 3Y | +68.5% | +46.2% | +22.3% | +42.8% |
| 5Y | +62.4% | +39.7% | +22.7% | +39.3% |
| All | +88.5% | +191.1% | -102.6% | +27.6% |
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