+297.3%
ESI vs AEE
+191.1%
+106.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.6% | -0.8% | -3.9% | -4.4% |
| 30D | -10.5% | -2.9% | -7.6% | -9.6% |
| 3M | -19.8% | -2.4% | -17.4% | -19.5% |
| 6M | +5.8% | -2.7% | +8.5% | +6.2% |
| YTD | +38.3% | +7.3% | +31.0% | +34.1% |
| 1Y | +31.5% | +7.5% | +24.0% | +27.3% |
| 3Y | +80.7% | +46.2% | +34.5% | +56.1% |
| 5Y | +69.4% | +39.7% | +29.7% | +48.0% |
| All | +297.3% | +191.1% | +106.2% | +184.8% |
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 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