+1,363.5%
EXC vs AEE
+885.6%
+477.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.8% |
| 7D | -1.7% | +2.3% | -4.1% | -3.6% |
| 30D | +9.3% | +11.6% | -2.3% | -0.2% |
| 3M | +1.0% | +5.5% | -4.5% | -3.3% |
| 6M | +5.9% | +6.0% | -0.1% | +0.9% |
| YTD | +7.6% | +16.6% | -9.0% | -5.4% |
| 1Y | +2.4% | +12.1% | -9.6% | -6.9% |
| 3Y | +30.2% | +64.2% | -34.0% | -14.3% |
| 5Y | +41.4% | +59.1% | -17.8% | -4.8% |
| 10Y | +183.8% | +210.2% | -26.4% | +8.9% |
| All | +1,363.5% | +885.6% | +477.8% | +98.3% |
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 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