+224.6%
ESI vs AEE
+344.6%
-119.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -5.9% | -2.3% | -3.6% | -5.2% |
| 3M | -14.1% | +0.2% | -14.3% | -14.5% |
| 6M | +6.6% | -4.7% | +11.3% | +7.6% |
| YTD | +45.0% | +8.1% | +36.9% | +40.7% |
| 1Y | +41.5% | +8.5% | +32.9% | +36.9% |
| 3Y | +78.8% | +48.9% | +29.9% | +55.5% |
| 5Y | +70.9% | +39.9% | +31.0% | +51.0% |
| 10Y | +317.1% | +186.5% | +130.5% | +216.3% |
| All | +224.6% | +344.6% | -119.9% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling