+85.5%
ETN vs AEE
+46.3%
+39.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | -7.5% | -2.9% | -4.6% | -7.4% |
| 3M | +8.3% | -2.4% | +10.7% | +8.1% |
| 6M | +20.2% | -2.7% | +22.9% | +20.1% |
| YTD | +34.7% | +7.3% | +27.4% | +33.7% |
| 1Y | +19.4% | +7.5% | +11.9% | +18.6% |
| 3Y | +85.5% | +46.2% | +39.3% | +81.6% |
| All | +85.5% | +46.3% | +39.2% | +81.6% |
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 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