-27.0%
ETHA vs AEE
+48.0%
-75.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | +3.5% | -0.8% | +4.2% | +3.4% |
| 30D | +35.3% | -2.9% | +38.2% | +35.2% |
| 3M | +50.9% | -2.4% | +53.3% | +50.3% |
| 6M | +22.1% | -2.7% | +24.8% | +22.0% |
| YTD | -14.6% | +7.3% | -21.8% | -15.1% |
| 1Y | -42.8% | +7.5% | -50.3% | -42.8% |
| All | -27.0% | +48.0% | -75.0% | -45.0% |
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