+190.4%
ETN vs AEE
+38.7%
+151.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -7.5% | -2.9% | -4.6% | -6.9% |
| 3M | +8.3% | -2.4% | +10.7% | +8.5% |
| 6M | +20.2% | -2.7% | +22.9% | +20.4% |
| YTD | +34.7% | +7.3% | +27.4% | +31.6% |
| 1Y | +19.4% | +7.5% | +11.9% | +16.5% |
| 3Y | +85.5% | +46.2% | +39.3% | +64.0% |
| All | +190.4% | +38.7% | +151.8% | +154.8% |
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