+163.1%
ET vs AEE
+222.5%
-59.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | -2.5% | +9.7% | -12.2% | -4.7% |
| 3M | -4.9% | +5.9% | -10.8% | -6.2% |
| 6M | -0.1% | +6.7% | -6.8% | -1.8% |
| YTD | +26.2% | +17.4% | +8.9% | +21.0% |
| 1Y | +25.2% | +12.7% | +12.5% | +21.2% |
| 3Y | +84.2% | +68.2% | +16.0% | +61.3% |
| 5Y | +216.1% | +57.3% | +158.8% | +180.4% |
| All | +163.1% | +222.5% | -59.4% | +124.7% |
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