+46.2%
EXC vs AEE
+43.4%
+2.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | -0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.1% |
| 30D | -2.7% | -1.2% | -1.5% | -1.7% |
| 3M | -1.0% | +1.0% | -2.0% | -1.9% |
| 6M | -9.3% | -2.3% | -7.0% | -7.7% |
| YTD | +3.6% | +9.1% | -5.5% | -4.0% |
| 1Y | +5.9% | +10.6% | -4.6% | -3.0% |
| 3Y | +21.3% | +48.5% | -27.2% | -14.4% |
| 5Y | +46.2% | +39.9% | +6.3% | +8.5% |
| All | +46.2% | +43.4% | +2.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling