+154.8%
EXPE vs AEE
+48.1%
+106.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -11.5% | +1.1% | -12.6% | -11.7% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | +18.1% | -0.9% | +19.1% | +18.3% |
| 6M | +13.3% | -2.4% | +15.7% | +13.5% |
| YTD | -3.2% | +8.6% | -11.9% | -6.1% |
| 1Y | +26.1% | +10.2% | +16.0% | +22.0% |
| All | +154.8% | +48.1% | +106.6% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling