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  • ETR vs AEE✓SelectedUSD · AEEETR vs AEE performance historyLatest closeAs of+1.17%09/08
Stock and ETF performance explorer

ETR vs AEE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,114.1%
AEE return
+822.6%
Excess return
+1,291.5%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioAEEExcessAlpha
1D+1.2%+1.0%+0.2%+0.4%
7D+1.4%+1.3%+0.1%+0.4%
30D+1.9%-1.2%+3.1%+2.9%
3M+1.0%+1.0%0.0%0.0%
6M+4.8%-2.3%+7.1%+6.7%
YTD+19.5%+9.1%+10.4%+11.4%
1Y+28.1%+10.6%+17.5%+18.1%
3Y+151.1%+48.5%+102.7%+81.4%
5Y+125.2%+39.9%+85.3%+70.9%
10Y+291.1%+185.7%+105.4%+70.1%
All+2,114.1%+822.6%+1,291.5%+228.4%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling