+4,870.0%
EXPD vs AEE
+875.5%
+3,994.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +2.1% | -9.3% | -8.1% |
| 30D | -3.3% | +11.4% | -14.6% | -8.0% |
| 3M | +3.4% | +5.0% | -1.6% | +0.9% |
| 6M | +22.7% | +4.4% | +18.3% | +19.5% |
| YTD | +24.5% | +15.4% | +9.1% | +15.2% |
| 1Y | +38.6% | +13.8% | +24.9% | +29.0% |
| 3Y | +71.5% | +58.0% | +13.5% | +34.3% |
| 5Y | +56.2% | +52.9% | +3.3% | +22.8% |
| 10Y | +310.5% | +205.1% | +105.4% | +114.6% |
| All | +4,870.0% | +875.5% | +3,994.5% | +1,209.6% |
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