+590.1%
EWT vs AEE
+853.0%
-262.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +8.2% | -1.2% | +9.4% | +8.7% |
| 3M | +11.1% | +1.0% | +10.0% | +10.1% |
| 6M | +60.4% | -2.3% | +62.7% | +60.7% |
| YTD | +75.6% | +9.1% | +66.4% | +68.1% |
| 1Y | +91.3% | +10.6% | +80.8% | +81.8% |
| 3Y | +200.3% | +48.5% | +151.8% | +148.1% |
| 5Y | +156.4% | +39.9% | +116.5% | +113.3% |
| 10Y | +495.8% | +185.7% | +310.1% | +228.5% |
| All | +590.1% | +853.0% | -262.8% | +147.8% |
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