+127.7%
EXPE vs AEE
+222.5%
-94.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -6.1% | +9.7% | -15.8% | -9.0% |
| 3M | -21.3% | +5.9% | -27.2% | -22.8% |
| 6M | +19.0% | +6.7% | +12.3% | +16.2% |
| YTD | -8.4% | +17.4% | -25.8% | -14.1% |
| 1Y | -2.8% | +12.7% | -15.5% | -7.6% |
| 3Y | +120.8% | +68.2% | +52.5% | +80.3% |
| 5Y | +46.2% | +57.3% | -11.1% | +21.4% |
| All | +127.7% | +222.5% | -94.8% | +87.8% |
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