+117.8%
EW vs AEE
+191.1%
-73.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -6.2% | -0.8% | -5.4% | -5.9% |
| 30D | -9.3% | -2.9% | -6.4% | -8.3% |
| 3M | -1.6% | -2.4% | +0.8% | -0.9% |
| 6M | -0.8% | -2.7% | +1.9% | -0.3% |
| YTD | -1.0% | +7.3% | -8.3% | -4.5% |
| 1Y | +8.2% | +7.5% | +0.6% | +4.2% |
| 3Y | +12.7% | +46.2% | -33.5% | -6.0% |
| 5Y | -30.2% | +39.7% | -69.9% | -41.0% |
| All | +117.8% | +191.1% | -73.4% | +53.5% |
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