+41.8%
ES vs AEE
+57.7%
-15.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.9% | +2.1% | -0.2% | +0.1% |
| 30D | +7.1% | +11.4% | -4.3% | -2.1% |
| 3M | -1.9% | +5.0% | -6.9% | -5.8% |
| 6M | +4.4% | +4.4% | -0.1% | +0.4% |
| YTD | +7.3% | +15.4% | -8.1% | -4.9% |
| 1Y | +2.1% | +13.8% | -11.6% | -8.3% |
| 3Y | +41.8% | +58.0% | -16.2% | -6.5% |
| All | +41.8% | +57.7% | -15.8% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling