-29.2%
ETHA vs AEE
+50.0%
-79.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | +2.9% | +1.1% | +1.9% | +3.0% |
| 30D | +31.4% | 0.0% | +31.4% | +31.3% |
| 3M | +48.9% | -0.9% | +49.8% | +48.4% |
| 6M | +20.9% | -2.4% | +23.3% | +20.9% |
| YTD | -17.2% | +8.6% | -25.8% | -17.7% |
| 1Y | -42.8% | +10.2% | -52.9% | -42.7% |
| All | -29.2% | +50.0% | -79.1% | -46.6% |
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