+91.1%
EXPE vs AEE
+43.4%
+47.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.0% | -8.8% | -8.2% |
| 7D | -9.8% | +1.3% | -11.1% | -10.1% |
| 30D | -11.5% | -1.2% | -10.3% | -11.2% |
| 3M | +21.7% | +1.0% | +20.7% | +21.3% |
| 6M | +10.4% | -2.3% | +12.7% | +10.7% |
| YTD | -2.5% | +9.1% | -11.7% | -6.3% |
| 1Y | +27.3% | +10.6% | +16.8% | +22.0% |
| 3Y | +153.5% | +48.5% | +105.0% | +119.8% |
| 5Y | +91.1% | +39.9% | +51.2% | +71.2% |
| All | +91.1% | +43.4% | +47.7% | +71.2% |
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