+88.3%
ESI vs AEE
+48.1%
+40.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +3.9% | +1.1% | +2.9% | +3.7% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | -13.1% | -0.9% | -12.2% | -13.4% |
| 6M | +11.3% | -2.4% | +13.7% | +11.3% |
| YTD | +44.1% | +8.6% | +35.5% | +40.2% |
| 1Y | +40.3% | +10.2% | +30.2% | +36.0% |
| All | +88.3% | +48.1% | +40.1% | +73.0% |
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