-29.3%
ETHA vs AEE
+48.1%
-77.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.4% |
| 30D | +30.9% | -2.0% | +32.9% | +30.8% |
| 3M | +51.1% | -2.8% | +54.0% | +50.6% |
| 6M | +20.5% | -3.6% | +24.1% | +20.5% |
| YTD | -17.3% | +7.3% | -24.6% | -17.8% |
| 1Y | -43.2% | +8.7% | -51.9% | -43.2% |
| All | -29.3% | +48.1% | -77.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling