+64.0%
ENB vs AEE
+38.5%
+25.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -4.6% | -0.7% | -3.9% | -4.2% |
| 30D | -5.2% | -2.0% | -3.2% | -4.3% |
| 3M | -13.4% | -2.8% | -10.6% | -12.3% |
| 6M | -7.8% | -3.6% | -4.2% | -6.5% |
| YTD | +4.9% | +7.3% | -2.4% | +1.4% |
| 1Y | +3.2% | +8.7% | -5.5% | -0.9% |
| 3Y | +71.0% | +46.0% | +25.0% | +42.1% |
| 5Y | +64.0% | +39.8% | +24.2% | +38.1% |
| All | +64.0% | +38.5% | +25.4% | +38.1% |
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