-24.9%
ESI vs AEE
+7.0%
-31.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.4% |
| 7D | +5.5% | +1.7% | +3.8% | +6.0% |
| 30D | -7.8% | +9.7% | -17.5% | -5.5% |
| 3M | -15.0% | +5.9% | -20.9% | -14.1% |
| 6M | -24.9% | +6.7% | -31.6% | -24.6% |
| All | -24.9% | +7.0% | -31.9% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling