+195.6%
EQT vs AEE
+38.7%
+156.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | +1.1% | -2.0% | +3.1% | +2.0% |
| 3M | +4.8% | -2.8% | +7.6% | +6.0% |
| 6M | -10.6% | -3.6% | -7.0% | -9.5% |
| YTD | +3.4% | +7.3% | -3.9% | -0.8% |
| 1Y | +8.7% | +8.7% | 0.0% | +3.5% |
| 3Y | +35.0% | +46.0% | -11.1% | +9.9% |
| All | +195.6% | +38.7% | +156.8% | +144.8% |
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