+266.6%
EW vs AEE
+219.0%
+47.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | +24.1% | +8.8% | +15.3% | +20.0% |
| 3M | +13.7% | +5.1% | +8.6% | +11.4% |
| 6M | +32.7% | +5.2% | +27.5% | +29.6% |
| YTD | +24.1% | +16.1% | +8.0% | +16.1% |
| 1Y | +23.6% | +10.4% | +13.2% | +17.9% |
| 3Y | +64.8% | +63.1% | +1.6% | +31.3% |
| 5Y | -8.8% | +55.6% | -64.4% | -26.4% |
| All | +266.6% | +219.0% | +47.6% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling