+318.5%
ESI vs AEE
+222.5%
+96.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +5.5% | +1.7% | +3.8% | +5.0% |
| 30D | -7.8% | +9.7% | -17.5% | -10.6% |
| 3M | -15.0% | +5.9% | -20.9% | -16.7% |
| 6M | -24.9% | +6.7% | -31.6% | -26.9% |
| YTD | +33.2% | +17.4% | +15.9% | +25.5% |
| 1Y | +24.9% | +12.7% | +12.3% | +19.3% |
| 3Y | +77.8% | +68.2% | +9.5% | +47.2% |
| 5Y | +37.1% | +57.3% | -20.2% | +15.7% |
| All | +318.5% | +222.5% | +96.0% | +266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling