+101.4%
EXE vs AEE
+39.2%
+62.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +9.5% | -0.9% | +10.4% | +9.6% |
| 6M | -9.3% | -2.4% | -6.9% | -9.0% |
| YTD | -10.9% | +8.6% | -19.5% | -14.2% |
| 1Y | +4.3% | +10.2% | -5.9% | -0.2% |
| 3Y | +18.8% | +47.8% | -29.0% | +0.4% |
| 5Y | +101.4% | +40.1% | +61.3% | +72.4% |
| All | +101.4% | +39.2% | +62.3% | +72.4% |
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