+178.5%
EXE vs AEE
+69.5%
+109.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +8.5% | -2.3% | +10.7% | +9.2% |
| 3M | +5.5% | +0.2% | +5.2% | +5.1% |
| 6M | -5.9% | -4.7% | -1.1% | -4.8% |
| YTD | -9.7% | +8.1% | -17.8% | -12.6% |
| 1Y | +3.6% | +8.5% | -5.0% | +0.1% |
| 3Y | +18.0% | +48.9% | -30.9% | +1.6% |
| 5Y | +109.4% | +39.9% | +69.5% | +88.8% |
| All | +178.5% | +69.5% | +109.0% | +166.5% |
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 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