+5,087.6%
ETN vs AEE
+807.2%
+4,280.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | -10.9% | -2.0% | -8.9% | -10.1% |
| 3M | +9.2% | -2.8% | +12.1% | +10.1% |
| 6M | +13.9% | -3.6% | +17.5% | +15.0% |
| YTD | +29.5% | +7.3% | +22.2% | +24.5% |
| 1Y | +14.2% | +8.7% | +5.5% | +8.8% |
| 3Y | +79.9% | +46.0% | +33.9% | +45.8% |
| 5Y | +175.7% | +39.8% | +135.9% | +125.4% |
| 10Y | +693.2% | +191.4% | +501.8% | +332.8% |
| All | +5,087.6% | +807.2% | +4,280.4% | +1,625.9% |
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