+1,321.1%
ES vs AEE
+875.5%
+445.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.9% | +2.1% | -0.2% | +0.4% |
| 30D | +7.1% | +11.4% | -4.3% | -0.9% |
| 3M | -1.9% | +5.0% | -6.9% | -5.3% |
| 6M | +4.4% | +4.4% | -0.1% | +1.1% |
| YTD | +7.3% | +15.4% | -8.1% | -3.2% |
| 1Y | +2.1% | +13.8% | -11.6% | -6.9% |
| 3Y | +41.8% | +58.0% | -16.2% | +1.9% |
| 5Y | +1.4% | +52.9% | -51.5% | -25.0% |
| 10Y | +86.8% | +205.1% | -118.3% | -11.8% |
| All | +1,321.1% | +875.5% | +445.5% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling