-5.5%
ETN vs AEE
+13.9%
-19.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.5% | -12.3% | -9.6% |
| 7D | -10.1% | +4.7% | -14.8% | -10.0% |
| 30D | -18.4% | +13.4% | -31.8% | -18.7% |
| 3M | -20.4% | +4.1% | -24.5% | -20.3% |
| 6M | -16.0% | +2.0% | -18.0% | -15.9% |
| YTD | +11.8% | +15.6% | -3.8% | +8.2% |
| 1Y | -5.5% | +14.1% | -19.6% | -8.4% |
| All | -5.5% | +13.9% | -19.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling