+24.9%
ESI vs AEE
+13.9%
+11.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -4.6% |
| 7D | -6.6% | +4.7% | -11.3% | -6.5% |
| 30D | -10.9% | +13.4% | -24.3% | -11.6% |
| 3M | -13.8% | +4.1% | -17.9% | -13.9% |
| 6M | -21.5% | +2.0% | -23.6% | -21.6% |
| YTD | +34.7% | +15.6% | +19.0% | +27.0% |
| 1Y | +24.9% | +14.1% | +10.8% | +19.2% |
| All | +24.9% | +13.9% | +11.0% | +19.2% |
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