+153.4%
EXE vs AEE
+84.0%
+69.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.8% |
| 30D | -2.2% | +9.7% | -11.9% | -5.1% |
| 3M | -5.9% | +5.9% | -11.8% | -7.7% |
| 6M | -5.7% | +6.7% | -12.4% | -7.9% |
| YTD | -17.8% | +17.4% | -35.2% | -22.5% |
| 1Y | -23.1% | +12.7% | -35.8% | -26.5% |
| 3Y | +21.2% | +68.2% | -47.0% | +0.1% |
| 5Y | +78.8% | +57.3% | +21.5% | +57.2% |
| All | +153.4% | +84.0% | +69.4% | +136.1% |
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