+2,088.4%
ETR vs AEE
+820.4%
+1,268.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +1.0% | -2.3% | +3.3% | +2.9% |
| 3M | -1.3% | +0.2% | -1.5% | -1.6% |
| 6M | +1.9% | -4.1% | +6.0% | +5.3% |
| YTD | +18.2% | +8.9% | +9.3% | +10.3% |
| 1Y | +24.7% | +9.3% | +15.4% | +16.0% |
| 3Y | +150.7% | +49.9% | +100.7% | +79.7% |
| 5Y | +127.0% | +40.9% | +86.1% | +71.3% |
| 10Y | +295.5% | +188.6% | +106.9% | +70.6% |
| All | +2,088.4% | +820.4% | +1,268.1% | +225.2% |
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