+75.8%
ESI vs AEE
+39.2%
+36.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +3.9% | +1.1% | +2.9% | +3.6% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | -13.1% | -0.9% | -12.2% | -13.3% |
| 6M | +11.3% | -2.4% | +13.7% | +11.5% |
| YTD | +44.1% | +8.6% | +35.5% | +38.6% |
| 1Y | +40.3% | +10.2% | +30.2% | +34.1% |
| 3Y | +84.1% | +47.8% | +36.2% | +56.7% |
| 5Y | +75.8% | +40.1% | +35.7% | +51.9% |
| All | +75.8% | +39.2% | +36.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling