-0.1%
ES vs AEE
+13.9%
-14.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | -0.1% |
| 7D | +5.3% | +4.7% | +0.6% | +1.2% |
| 30D | +8.9% | +13.4% | -4.5% | -2.4% |
| 3M | -1.9% | +4.1% | -6.0% | -5.3% |
| 6M | +3.9% | +2.0% | +1.8% | +1.3% |
| YTD | +8.3% | +15.6% | -7.4% | -6.5% |
| 1Y | -0.1% | +14.1% | -14.3% | -12.1% |
| All | -0.1% | +13.9% | -14.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling