+245.3%
ET vs AEE
+39.2%
+206.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +15.6% | -0.9% | +16.6% | +15.8% |
| 6M | +20.6% | -2.4% | +23.0% | +21.2% |
| YTD | +38.5% | +8.6% | +29.9% | +34.8% |
| 1Y | +35.7% | +10.2% | +25.6% | +31.3% |
| 3Y | +98.4% | +47.8% | +50.5% | +76.1% |
| 5Y | +245.3% | +40.1% | +205.2% | +217.2% |
| All | +245.3% | +39.2% | +206.1% | +217.2% |
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